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 | 2.57% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 76'017 | 36'040 | 53'675 CHF | 25'523 CHF | 91.24% | 91.24% |
12.07.2024 | 3.59% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 99'261 | 37'063 | 51'717 CHF | 21'273 CHF | 81.26% | 81.26% |
11.07.2024 | 3.20% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 93'612 | 36'204 | 51'906 CHF | 20'267 CHF | 87.48% | 87.48% |
10.07.2024 | 3.38% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 99'138 | 38'190 | 52'372 CHF | 20'467 CHF | 76.70% | 76.70% |
09.07.2024 | 2.95% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 87'655 | 35'519 | 54'286 CHF | 23'041 CHF | 95.80% | 95.80% |
08.07.2024 | 4.94% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 134'045 | 34'850 | 51'947 CHF | 16'319 CHF | 93.37% | 93.37% |
05.07.2024 | 5.42% | 0.28 CHF | 0.29 CHF | 180'000 | 75'000 | 152'858 | 35'355 | 51'483 CHF | 12'504 CHF | 98.22% | 98.22% |
04.07.2024 | 5.60% | 0.34 CHF | 0.35 CHF | 150'000 | 75'000 | 159'532 | 34'240 | 52'309 CHF | 11'848 CHF | 83.99% | 83.99% |