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 | 2.86% | 0.41 CHF | 0.42 CHF | 123'196 | 50'000 | 129'625 | 50'000 | 49'167 CHF | 19'519 CHF | 99.01% | 99.01% |
11.07.2024 | 3.17% | 0.38 CHF | 0.39 CHF | 130'055 | 50'000 | 134'860 | 50'000 | 48'794 CHF | 18'676 CHF | 99.08% | 99.08% |
10.07.2024 | 3.23% | 0.38 CHF | 0.39 CHF | 130'477 | 50'000 | 134'107 | 50'000 | 48'894 CHF | 18'842 CHF | 100.00% | 100.00% |
09.07.2024 | 2.76% | 0.34 CHF | 0.36 CHF | 138'933 | 50'000 | 130'783 | 50'000 | 49'295 CHF | 19'377 CHF | 100.00% | 100.00% |
08.07.2024 | 2.81% | 0.38 CHF | 0.39 CHF | 129'677 | 50'000 | 128'873 | 50'000 | 49'580 CHF | 19'786 CHF | 92.22% | 92.22% |
05.07.2024 | 3.21% | 0.39 CHF | 0.40 CHF | 127'356 | 50'000 | 125'469 | 50'000 | 50'228 CHF | 20'691 CHF | 97.69% | 97.69% |
04.07.2024 | 2.67% | 0.38 CHF | 0.39 CHF | 133'697 | 50'000 | 134'419 | 50'000 | 49'695 CHF | 18'988 CHF | 98.51% | 98.51% |
03.07.2024 | 3.64% | 0.34 CHF | 0.35 CHF | 144'883 | 50'000 | 145'710 | 50'000 | 49'007 CHF | 17'441 CHF | 99.82% | 99.82% |
02.07.2024 | 3.27% | 0.33 CHF | 0.34 CHF | 148'340 | 50'000 | 155'669 | 50'000 | 48'290 CHF | 16'043 CHF | 100.00% | 100.00% |
01.07.2024 | 3.18% | 0.31 CHF | 0.32 CHF | 156'599 | 50'000 | 155'666 | 50'000 | 48'217 CHF | 15'989 CHF | 93.55% | 93.55% |