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 | 3.63% | 0.98 CHF | 0.99 CHF | 60'000 | 10'000 | 59'410 | 5'910 | 54'330 CHF | 5'642 CHF | 88.20% | 88.20% |
12.07.2024 | 5.27% | 0.88 CHF | 0.89 CHF | 60'000 | 10'000 | 81'829 | 5'824 | 52'754 CHF | 4'125 CHF | 98.31% | 98.31% |
11.07.2024 | 4.74% | 0.81 CHF | 0.82 CHF | 70'000 | 10'000 | 75'896 | 5'808 | 54'655 CHF | 4'490 CHF | 99.13% | 99.13% |
10.07.2024 | 4.87% | 0.20 CHF | 0.23 CHF | 250'000 | 10'000 | 83'426 | 5'443 | 53'808 CHF | 3'773 CHF | 91.59% | 99.52% |
09.07.2024 | 2.79% | 0.73 CHF | 0.74 CHF | 70'000 | 10'000 | 49'213 | 5'805 | 54'306 CHF | 6'435 CHF | 99.59% | 99.59% |
08.07.2024 | 1.16% | 1.39 CHF | 1.40 CHF | 40'000 | 10'000 | 39'707 | 5'849 | 63'137 CHF | 9'244 CHF | 94.51% | 94.51% |
05.07.2024 | 1.18% | 1.89 CHF | 1.90 CHF | 30'000 | 10'000 | 37'807 | 5'848 | 60'387 CHF | 9'805 CHF | 97.56% | 97.56% |
04.07.2024 | 1.27% | 1.48 CHF | 1.49 CHF | 40'000 | 10'000 | 40'000 | 5'814 | 58'488 CHF | 8'595 CHF | 99.13% | 99.13% |
03.07.2024 | 1.63% | 1.51 CHF | 1.52 CHF | 40'000 | 10'000 | 47'832 | 5'813 | 56'162 CHF | 7'253 CHF | 99.56% | 99.56% |
02.07.2024 | 1.90% | 1.04 CHF | 1.05 CHF | 50'000 | 10'000 | 57'414 | 5'808 | 56'245 CHF | 5'830 CHF | 98.36% | 98.36% |