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 | 2.16% | 0.50 CHF | 0.51 CHF | 103'200 | 50'000 | 103'587 | 50'000 | 50'454 CHF | 24'886 CHF | 89.39% | 89.39% |
11.07.2024 | 2.36% | 0.49 CHF | 0.51 CHF | 103'387 | 50'000 | 107'096 | 50'000 | 49'928 CHF | 23'870 CHF | 99.08% | 99.08% |
10.07.2024 | 2.19% | 0.49 CHF | 0.50 CHF | 104'045 | 50'000 | 106'465 | 50'000 | 50'154 CHF | 24'092 CHF | 100.00% | 100.00% |
09.07.2024 | 2.05% | 0.45 CHF | 0.46 CHF | 109'130 | 50'000 | 103'761 | 50'000 | 50'183 CHF | 24'693 CHF | 100.00% | 100.00% |
08.07.2024 | 2.52% | 0.49 CHF | 0.50 CHF | 103'559 | 50'000 | 101'157 | 50'000 | 50'168 CHF | 25'436 CHF | 80.09% | 80.09% |
05.07.2024 | 2.44% | 0.50 CHF | 0.52 CHF | 102'069 | 50'000 | 100'773 | 50'000 | 50'831 CHF | 25'866 CHF | 86.66% | 86.66% |
04.07.2024 | 2.14% | 0.47 CHF | 0.48 CHF | 107'397 | 50'000 | 108'056 | 50'000 | 50'323 CHF | 23'793 CHF | 100.00% | 100.00% |
03.07.2024 | 2.33% | 0.43 CHF | 0.44 CHF | 114'574 | 50'000 | 115'500 | 50'000 | 49'034 CHF | 21'729 CHF | 99.82% | 99.82% |
02.07.2024 | 2.57% | 0.41 CHF | 0.42 CHF | 117'221 | 50'000 | 124'052 | 50'000 | 47'568 CHF | 19'685 CHF | 86.50% | 86.50% |
01.07.2024 | 2.55% | 0.39 CHF | 0.40 CHF | 123'755 | 50'000 | 123'109 | 50'000 | 47'682 CHF | 19'868 CHF | 93.55% | 93.55% |