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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 3.23% | 0.63 CHF | 0.65 CHF | 80'000 | 75'000 | 80'463 | 75'000 | 51'540 CHF | 49'628 CHF | 98.92% | 98.92% |
11.07.2024 | 3.38% | 0.58 CHF | 0.60 CHF | 90'000 | 75'000 | 88'662 | 75'000 | 54'122 CHF | 47'380 CHF | 89.99% | 89.99% |
10.07.2024 | 4.18% | 0.53 CHF | 0.55 CHF | 100'000 | 75'000 | 108'528 | 75'000 | 52'118 CHF | 37'586 CHF | 100.00% | 100.00% |
09.07.2024 | 4.11% | 0.48 CHF | 0.50 CHF | 110'000 | 75'000 | 104'940 | 75'000 | 51'678 CHF | 38'519 CHF | 100.00% | 100.00% |
08.07.2024 | 4.25% | 0.48 CHF | 0.50 CHF | 110'000 | 75'000 | 110'913 | 75'000 | 52'616 CHF | 37'161 CHF | 99.71% | 99.71% |
05.07.2024 | 4.35% | 0.45 CHF | 0.47 CHF | 120'000 | 75'000 | 111'635 | 75'000 | 52'816 CHF | 37'089 CHF | 98.81% | 98.81% |
04.07.2024 | 4.38% | 0.48 CHF | 0.50 CHF | 110'000 | 75'000 | 111'767 | 75'000 | 52'152 CHF | 36'586 CHF | 100.00% | 100.00% |
03.07.2024 | 4.68% | 0.42 CHF | 0.45 CHF | 120'000 | 75'000 | 120'000 | 75'000 | 51'703 CHF | 33'864 CHF | 99.73% | 99.73% |
02.07.2024 | 4.86% | 0.43 CHF | 0.45 CHF | 120'000 | 75'000 | 125'521 | 75'000 | 52'151 CHF | 32'739 CHF | 100.00% | 100.00% |
01.07.2024 | 4.67% | 0.45 CHF | 0.47 CHF | 120'000 | 75'000 | 120'725 | 75'000 | 51'863 CHF | 33'787 CHF | 91.55% | 91.55% |