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 | 3.41% | 0.33 CHF | 0.34 CHF | 130'570 | 50'000 | 136'662 | 50'000 | 42'104 CHF | 15'942 CHF | 99.01% | 99.01% |
11.07.2024 | 4.67% | 0.31 CHF | 0.32 CHF | 137'304 | 50'000 | 143'296 | 50'000 | 41'280 CHF | 15'093 CHF | 99.08% | 99.08% |
10.07.2024 | 3.92% | 0.31 CHF | 0.32 CHF | 137'593 | 50'000 | 141'586 | 50'000 | 41'551 CHF | 15'276 CHF | 100.00% | 100.00% |
09.07.2024 | 4.71% | 0.27 CHF | 0.29 CHF | 148'079 | 50'000 | 138'044 | 50'000 | 41'715 CHF | 15'845 CHF | 100.00% | 100.00% |
08.07.2024 | 4.13% | 0.31 CHF | 0.32 CHF | 136'686 | 50'000 | 135'042 | 50'000 | 42'129 CHF | 16'258 CHF | 100.00% | 100.00% |
05.07.2024 | 3.45% | 0.32 CHF | 0.33 CHF | 133'991 | 50'000 | 133'048 | 50'000 | 42'778 CHF | 16'657 CHF | 98.86% | 98.86% |
04.07.2024 | 5.33% | 0.30 CHF | 0.31 CHF | 142'520 | 50'000 | 144'324 | 50'000 | 41'788 CHF | 15'277 CHF | 100.00% | 100.00% |
03.07.2024 | 4.60% | 0.27 CHF | 0.28 CHF | 154'925 | 50'000 | 156'338 | 50'000 | 41'007 CHF | 13'735 CHF | 99.82% | 99.82% |
02.07.2024 | 4.85% | 0.26 CHF | 0.27 CHF | 160'567 | 50'000 | 169'021 | 50'000 | 39'745 CHF | 12'354 CHF | 100.00% | 100.00% |
01.07.2024 | 4.28% | 0.24 CHF | 0.25 CHF | 170'247 | 50'000 | 169'706 | 50'000 | 40'196 CHF | 12'362 CHF | 93.55% | 93.55% |