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 | 1.82% | 0.89 CHF | 0.90 CHF | 60'000 | 50'000 | 60'000 | 30'733 | 55'200 CHF | 28'843 CHF | 55.82% | 55.82% |
12.07.2024 | 1.85% | 0.80 CHF | 0.81 CHF | 70'000 | 50'000 | 73'139 | 38'673 | 55'562 CHF | 30'582 CHF | 33.81% | 33.81% |
11.07.2024 | 2.31% | 0.70 CHF | 0.71 CHF | 80'000 | 50'000 | 70'440 | 28'022 | 53'703 CHF | 21'501 CHF | 66.50% | 66.50% |
10.07.2024 | 2.41% | 0.76 CHF | 0.77 CHF | 70'000 | 50'000 | 70'315 | 25'910 | 51'493 CHF | 19'365 CHF | 90.25% | 90.25% |
09.07.2024 | 2.92% | 0.64 CHF | 0.65 CHF | 80'000 | 50'000 | 87'334 | 25'352 | 53'237 CHF | 16'092 CHF | 99.67% | 99.67% |
08.07.2024 | 3.25% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 95'534 | 26'499 | 52'901 CHF | 15'412 CHF | 82.09% | 82.09% |
05.07.2024 | 4.41% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 127'393 | 25'464 | 51'950 CHF | 11'187 CHF | 98.35% | 98.35% |
04.07.2024 | 4.25% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 130'651 | 27'628 | 51'925 CHF | 11'494 CHF | 81.13% | 81.13% |
03.07.2024 | 3.42% | 0.32 CHF | 0.33 CHF | 160'000 | 50'000 | 106'814 | 26'694 | 52'274 CHF | 13'383 CHF | 84.86% | 84.86% |
02.07.2024 | 3.81% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 121'390 | 27'888 | 52'634 CHF | 11'849 CHF | 67.40% | 67.40% |