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 | 2.62% | 0.66 CHF | 0.67 CHF | 80'000 | 50'000 | 83'936 | 30'723 | 52'240 CHF | 19'532 CHF | 55.78% | 55.78% |
12.07.2024 | 1.69% | 0.76 CHF | 0.77 CHF | 70'000 | 50'000 | 66'987 | 38'674 | 52'644 CHF | 30'374 CHF | 33.81% | 33.81% |
11.07.2024 | 2.30% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 69'490 | 28'022 | 54'772 CHF | 22'825 CHF | 66.50% | 66.50% |
10.07.2024 | 2.17% | 0.81 CHF | 0.82 CHF | 70'000 | 50'000 | 69'000 | 25'911 | 56'754 CHF | 21'804 CHF | 90.25% | 90.25% |
09.07.2024 | 1.93% | 0.93 CHF | 0.94 CHF | 60'000 | 50'000 | 59'861 | 25'352 | 56'527 CHF | 24'200 CHF | 99.67% | 99.67% |
08.07.2024 | 1.83% | 0.99 CHF | 1.00 CHF | 60'000 | 50'000 | 53'938 | 26'499 | 53'666 CHF | 26'620 CHF | 82.09% | 82.09% |
05.07.2024 | 1.58% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 25'481 | 57'550 CHF | 29'442 CHF | 98.24% | 98.24% |
04.07.2024 | 1.46% | 1.15 CHF | 1.16 CHF | 50'000 | 50'000 | 50'000 | 27'628 | 58'366 CHF | 32'628 CHF | 81.13% | 81.13% |
03.07.2024 | 1.56% | 1.26 CHF | 1.27 CHF | 50'000 | 50'000 | 50'000 | 26'633 | 53'946 CHF | 29'342 CHF | 84.64% | 84.64% |
02.07.2024 | 1.60% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 49'990 | 27'897 | 55'738 CHF | 33'001 CHF | 67.42% | 67.42% |