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 | 2.90% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 94'427 | 30'733 | 53'273 CHF | 17'934 CHF | 55.82% | 55.82% |
12.07.2024 | 3.49% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 130'022 | 38'671 | 52'147 CHF | 16'839 CHF | 33.81% | 33.81% |
11.07.2024 | 4.33% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 128'269 | 27'797 | 51'911 CHF | 11'446 CHF | 65.85% | 65.85% |
10.07.2024 | 4.39% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 138'076 | 25'910 | 51'929 CHF | 10'117 CHF | 90.26% | 90.26% |
09.07.2024 | 7.15% | 0.28 CHF | 0.29 CHF | 180'000 | 50'000 | 201'241 | 25'351 | 50'640 CHF | 7'066 CHF | 99.68% | 99.68% |
08.07.2024 | 8.90% | 0.22 CHF | 0.23 CHF | 230'000 | 50'000 | 254'598 | 26'463 | 50'612 CHF | 6'036 CHF | 81.98% | 81.98% |
05.07.2024 | 14.42% | 0.14 CHF | 0.15 CHF | 360'000 | 50'000 | 469'411 | 40'334 | 42'778 CHF | 4'493 CHF | 30.44% | 98.35% |
04.07.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 30'000 CHF | 3'500 CHF | 1.58% | 75.77% |