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 | 6.01% | 0.42 CHF | 0.44 CHF | 80'295 | 50'000 | 83'979 | 50'000 | 31'877 CHF | 20'170 CHF | 95.76% | 95.76% |
11.07.2024 | 3.06% | 0.39 CHF | 0.41 CHF | 84'856 | 50'000 | 89'184 | 50'000 | 31'242 CHF | 18'071 CHF | 94.94% | 94.94% |
10.07.2024 | 3.58% | 0.37 CHF | 0.39 CHF | 85'196 | 50'000 | 88'666 | 50'000 | 31'675 CHF | 18'549 CHF | 84.45% | 84.45% |
09.07.2024 | 3.56% | 0.32 CHF | 0.33 CHF | 92'967 | 50'000 | 86'926 | 50'000 | 32'492 CHF | 19'386 CHF | 97.08% | 97.08% |
08.07.2024 | 5.23% | 0.39 CHF | 0.41 CHF | 84'500 | 50'000 | 84'791 | 50'000 | 32'829 CHF | 20'402 CHF | 84.32% | 84.32% |
05.07.2024 | 4.59% | 0.39 CHF | 0.41 CHF | 83'591 | 50'000 | 83'551 | 50'000 | 34'563 CHF | 21'695 CHF | 67.01% | 67.01% |
04.07.2024 | 4.22% | 0.36 CHF | 0.37 CHF | 89'198 | 50'000 | 89'905 | 50'000 | 31'638 CHF | 18'355 CHF | 89.88% | 89.88% |
03.07.2024 | 3.22% | 0.31 CHF | 0.32 CHF | 97'729 | 50'000 | 99'596 | 50'000 | 30'546 CHF | 15'846 CHF | 43.99% | 43.99% |
02.07.2024 | 3.76% | 0.29 CHF | 0.30 CHF | 102'879 | 50'000 | 109'486 | 50'000 | 28'702 CHF | 13'649 CHF | 100.00% | 100.00% |
01.07.2024 | 3.86% | 0.26 CHF | 0.27 CHF | 109'909 | 50'000 | 109'360 | 50'000 | 28'857 CHF | 13'720 CHF | 93.34% | 93.34% |