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 | 2.87% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 85'278 | 36'039 | 53'635 CHF | 22'756 CHF | 91.20% | 91.20% |
12.07.2024 | 4.21% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 116'720 | 37'062 | 51'735 CHF | 18'429 CHF | 81.27% | 81.27% |
11.07.2024 | 3.66% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 110'594 | 36'262 | 52'868 CHF | 17'533 CHF | 87.52% | 87.52% |
10.07.2024 | 3.94% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 115'234 | 38'191 | 51'962 CHF | 17'550 CHF | 76.69% | 76.69% |
09.07.2024 | 3.39% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 98'051 | 35'525 | 53'110 CHF | 20'304 CHF | 95.81% | 95.81% |
08.07.2024 | 6.25% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 168'029 | 34'852 | 51'695 CHF | 13'656 CHF | 93.35% | 93.35% |
05.07.2024 | 6.89% | 0.21 CHF | 0.22 CHF | 240'000 | 75'000 | 197'510 | 35'358 | 51'514 CHF | 9'818 CHF | 98.11% | 98.11% |
04.07.2024 | 7.32% | 0.26 CHF | 0.27 CHF | 200'000 | 75'000 | 201'069 | 34'245 | 50'415 CHF | 9'227 CHF | 84.00% | 84.00% |