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 | 2.33% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 71'617 | 36'025 | 55'947 CHF | 28'179 CHF | 91.16% | 91.16% |
12.07.2024 | 3.12% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 87'677 | 37'063 | 52'336 CHF | 24'018 CHF | 81.26% | 81.26% |
11.07.2024 | 2.81% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 82'233 | 36'257 | 51'818 CHF | 23'014 CHF | 87.56% | 87.56% |
10.07.2024 | 2.97% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 88'026 | 38'192 | 53'107 CHF | 23'330 CHF | 76.69% | 76.69% |
09.07.2024 | 2.64% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 79'277 | 35'459 | 54'991 CHF | 25'629 CHF | 95.64% | 95.64% |
08.07.2024 | 4.12% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 112'824 | 34'853 | 52'243 CHF | 18'902 CHF | 93.35% | 93.35% |
05.07.2024 | 4.44% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 126'279 | 35'358 | 52'061 CHF | 15'161 CHF | 98.20% | 98.20% |
04.07.2024 | 4.50% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 129'968 | 34'243 | 52'287 CHF | 14'390 CHF | 84.00% | 84.00% |
03.07.2024 | 4.87% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 139'330 | 35'488 | 51'640 CHF | 13'529 CHF | 97.06% | 97.06% |
02.07.2024 | 7.92% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 214'274 | 35'639 | 50'668 CHF | 10'550 CHF | 94.48% | 94.48% |