Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 2.18% | 0.75 CHF | 0.76 CHF | 70'000 | 50'000 | 70'000 | 30'643 | 53'923 CHF | 24'183 CHF | 55.56% | 55.56% |
12.07.2024 | 2.28% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 86'745 | 38'674 | 52'798 CHF | 24'801 CHF | 33.81% | 33.81% |
11.07.2024 | 2.87% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 86'072 | 28'022 | 52'673 CHF | 17'311 CHF | 66.50% | 66.50% |
10.07.2024 | 3.05% | 0.61 CHF | 0.62 CHF | 90'000 | 50'000 | 90'085 | 25'911 | 52'465 CHF | 15'479 CHF | 90.25% | 90.25% |
09.07.2024 | 3.87% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 113'707 | 25'351 | 52'240 CHF | 12'293 CHF | 99.66% | 99.66% |
08.07.2024 | 4.30% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 128'964 | 26'499 | 52'127 CHF | 11'446 CHF | 82.09% | 82.09% |
05.07.2024 | 7.00% | 0.34 CHF | 0.35 CHF | 150'000 | 50'000 | 198'035 | 25'465 | 50'917 CHF | 7'374 CHF | 98.34% | 98.34% |
04.07.2024 | 6.75% | 0.27 CHF | 0.28 CHF | 190'000 | 50'000 | 204'148 | 27'628 | 50'431 CHF | 7'350 CHF | 81.13% | 81.13% |
03.07.2024 | 4.81% | 0.17 CHF | 0.18 CHF | 300'000 | 50'000 | 153'248 | 26'694 | 51'454 CHF | 9'365 CHF | 84.86% | 84.86% |
02.07.2024 | 5.84% | 0.27 CHF | 0.28 CHF | 190'000 | 50'000 | 198'091 | 27'900 | 51'868 CHF | 7'652 CHF | 67.44% | 67.44% |