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 | 4.43% | 0.46 CHF | 0.48 CHF | 110'000 | 75'000 | 110'471 | 75'000 | 51'326 CHF | 36'430 CHF | 99.01% | 99.01% |
11.07.2024 | 4.58% | 0.43 CHF | 0.45 CHF | 120'000 | 75'000 | 118'283 | 75'000 | 52'762 CHF | 35'039 CHF | 90.00% | 90.00% |
10.07.2024 | 5.41% | 0.40 CHF | 0.42 CHF | 130'000 | 75'000 | 138'995 | 75'000 | 51'056 CHF | 29'094 CHF | 100.00% | 100.00% |
09.07.2024 | 5.37% | 0.36 CHF | 0.39 CHF | 140'000 | 75'000 | 139'841 | 75'000 | 52'502 CHF | 29'712 CHF | 100.00% | 100.00% |
08.07.2024 | 5.47% | 0.37 CHF | 0.39 CHF | 140'000 | 75'000 | 141'389 | 75'000 | 51'493 CHF | 28'864 CHF | 99.71% | 99.71% |
05.07.2024 | 5.41% | 0.35 CHF | 0.37 CHF | 150'000 | 75'000 | 141'719 | 75'000 | 51'730 CHF | 28'913 CHF | 98.81% | 98.81% |
04.07.2024 | 5.61% | 0.37 CHF | 0.39 CHF | 140'000 | 75'000 | 141'936 | 75'000 | 51'119 CHF | 28'583 CHF | 100.00% | 100.00% |
03.07.2024 | 5.91% | 0.33 CHF | 0.35 CHF | 160'000 | 75'000 | 153'077 | 75'000 | 51'639 CHF | 26'854 CHF | 99.73% | 99.73% |
02.07.2024 | 6.04% | 0.34 CHF | 0.36 CHF | 150'000 | 75'000 | 158'513 | 75'000 | 51'797 CHF | 26'044 CHF | 99.88% | 99.88% |
01.07.2024 | 6.11% | 0.35 CHF | 0.37 CHF | 150'000 | 75'000 | 156'438 | 75'000 | 52'293 CHF | 26'669 CHF | 91.55% | 91.55% |