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 | 3.23% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 95'719 | 36'031 | 53'317 CHF | 20'168 CHF | 91.05% | 91.05% |
12.07.2024 | 5.04% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 140'509 | 37'068 | 51'999 CHF | 15'772 CHF | 81.23% | 81.23% |
11.07.2024 | 4.34% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 129'896 | 36'202 | 52'651 CHF | 14'907 CHF | 87.37% | 87.37% |
10.07.2024 | 4.67% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 137'716 | 38'198 | 52'173 CHF | 14'806 CHF | 76.66% | 76.66% |
09.07.2024 | 3.86% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 110'465 | 35'447 | 51'956 CHF | 17'728 CHF | 95.57% | 95.57% |
08.07.2024 | 8.11% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 218'490 | 34'862 | 50'966 CHF | 11'167 CHF | 93.28% | 93.28% |
05.07.2024 | 9.51% | 0.13 CHF | 0.14 CHF | 390'000 | 75'000 | 272'576 | 35'363 | 51'013 CHF | 7'250 CHF | 98.16% | 98.16% |
04.07.2024 | 9.98% | 0.19 CHF | 0.20 CHF | 270'000 | 75'000 | 281'927 | 34'245 | 50'640 CHF | 6'793 CHF | 84.00% | 84.00% |