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 | 4.96% | 0.23 CHF | 0.24 CHF | 141'933 | 50'000 | 153'013 | 50'000 | 31'835 CHF | 10'937 CHF | 99.01% | 99.01% |
11.07.2024 | 6.03% | 0.21 CHF | 0.22 CHF | 154'181 | 50'000 | 163'716 | 50'000 | 31'402 CHF | 10'191 CHF | 99.08% | 99.08% |
10.07.2024 | 4.99% | 0.21 CHF | 0.22 CHF | 154'066 | 50'000 | 161'147 | 50'000 | 31'564 CHF | 10'315 CHF | 100.00% | 100.00% |
09.07.2024 | 6.35% | 0.18 CHF | 0.19 CHF | 163'018 | 50'000 | 154'478 | 50'000 | 31'302 CHF | 10'803 CHF | 100.00% | 100.00% |
08.07.2024 | 6.27% | 0.21 CHF | 0.22 CHF | 152'762 | 50'000 | 150'417 | 50'000 | 31'849 CHF | 11'274 CHF | 100.00% | 100.00% |
05.07.2024 | 4.48% | 0.22 CHF | 0.23 CHF | 149'123 | 50'000 | 147'706 | 50'000 | 33'548 CHF | 11'890 CHF | 98.86% | 98.86% |
04.07.2024 | 5.28% | 0.21 CHF | 0.22 CHF | 159'736 | 50'000 | 161'073 | 50'000 | 32'008 CHF | 10'481 CHF | 100.00% | 100.00% |
03.07.2024 | 6.15% | 0.18 CHF | 0.19 CHF | 177'889 | 50'000 | 181'258 | 50'000 | 31'658 CHF | 9'290 CHF | 99.82% | 99.82% |
02.07.2024 | 6.43% | 0.17 CHF | 0.18 CHF | 186'571 | 50'000 | 202'883 | 50'000 | 30'826 CHF | 8'115 CHF | 100.00% | 100.00% |
01.07.2024 | 6.44% | 0.15 CHF | 0.16 CHF | 197'832 | 50'000 | 197'220 | 50'000 | 29'671 CHF | 8'024 CHF | 93.55% | 93.55% |