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 | 3.17% | 0.33 CHF | 0.34 CHF | 142'011 | 50'000 | 149'742 | 50'000 | 46'476 CHF | 16'023 CHF | 99.01% | 99.01% |
11.07.2024 | 3.61% | 0.31 CHF | 0.32 CHF | 148'838 | 50'000 | 155'944 | 50'000 | 45'830 CHF | 15'240 CHF | 99.08% | 99.08% |
10.07.2024 | 3.95% | 0.31 CHF | 0.32 CHF | 150'434 | 50'000 | 154'164 | 50'000 | 45'841 CHF | 15'482 CHF | 100.00% | 100.00% |
09.07.2024 | 3.20% | 0.28 CHF | 0.29 CHF | 158'178 | 50'000 | 149'421 | 50'000 | 45'947 CHF | 15'879 CHF | 100.00% | 100.00% |
08.07.2024 | 3.41% | 0.31 CHF | 0.32 CHF | 146'569 | 50'000 | 146'976 | 50'000 | 46'366 CHF | 16'320 CHF | 100.00% | 100.00% |
05.07.2024 | 3.97% | 0.32 CHF | 0.33 CHF | 144'657 | 50'000 | 143'177 | 50'000 | 47'375 CHF | 17'229 CHF | 98.86% | 98.86% |
04.07.2024 | 3.51% | 0.31 CHF | 0.32 CHF | 152'833 | 50'000 | 153'959 | 50'000 | 47'317 CHF | 15'918 CHF | 100.00% | 100.00% |
03.07.2024 | 3.56% | 0.28 CHF | 0.29 CHF | 166'321 | 50'000 | 167'700 | 50'000 | 46'338 CHF | 14'318 CHF | 99.82% | 99.82% |
02.07.2024 | 3.91% | 0.27 CHF | 0.28 CHF | 170'505 | 50'000 | 181'461 | 50'000 | 45'722 CHF | 13'114 CHF | 100.00% | 100.00% |
01.07.2024 | 3.96% | 0.25 CHF | 0.26 CHF | 177'803 | 50'000 | 177'242 | 50'000 | 44'373 CHF | 13'024 CHF | 93.55% | 93.55% |