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 | 2.43% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 78'371 | 30'733 | 52'966 CHF | 21'361 CHF | 55.82% | 55.82% |
12.07.2024 | 2.71% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 100'764 | 38'671 | 51'775 CHF | 21'151 CHF | 33.81% | 33.81% |
11.07.2024 | 3.32% | 0.46 CHF | 0.47 CHF | 110'000 | 50'000 | 102'328 | 28'020 | 52'848 CHF | 14'635 CHF | 66.51% | 66.51% |
10.07.2024 | 3.69% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 107'452 | 25'910 | 52'392 CHF | 13'046 CHF | 90.26% | 90.26% |
09.07.2024 | 4.97% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 141'942 | 25'332 | 51'679 CHF | 9'889 CHF | 99.60% | 99.60% |
08.07.2024 | 5.80% | 0.33 CHF | 0.34 CHF | 160'000 | 50'000 | 166'595 | 26'466 | 51'773 CHF | 8'983 CHF | 81.99% | 81.99% |