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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 2.09% | 0.25 CHF | 0.26 CHF | 2'141'800 | 2'141'800 | 2'142'240 | 2'142'240 | 516'834 CHF | 527'785 CHF | 100.00% | 100.00% |
12.07.2024 | 2.04% | 0.25 CHF | 0.25 CHF | 2'142'700 | 2'142'700 | 2'111'120 | 2'111'120 | 510'995 CHF | 521'551 CHF | 100.00% | 100.00% |
11.07.2024 | 3.39% | 0.27 CHF | 0.28 CHF | 2'079'900 | 2'079'900 | 2'087'180 | 2'087'180 | 532'676 CHF | 551'104 CHF | 100.00% | 100.00% |
10.07.2024 | 2.90% | 0.25 CHF | 0.26 CHF | 2'094'900 | 2'094'900 | 2'082'550 | 2'082'550 | 520'241 CHF | 535'621 CHF | 100.00% | 100.00% |
09.07.2024 | 3.42% | 0.24 CHF | 0.25 CHF | 2'069'400 | 2'069'400 | 2'075'540 | 2'075'540 | 517'495 CHF | 535'539 CHF | 100.00% | 100.00% |
08.07.2024 | 3.33% | 0.25 CHF | 0.26 CHF | 2'081'400 | 2'081'400 | 2'119'990 | 2'119'990 | 531'971 CHF | 549'983 CHF | 100.00% | 100.00% |
05.07.2024 | 2.24% | 0.26 CHF | 0.27 CHF | 2'160'800 | 2'160'800 | 2'185'440 | 2'185'440 | 528'135 CHF | 540'116 CHF | 100.00% | 100.00% |
04.07.2024 | 2.12% | 0.24 CHF | 0.24 CHF | 2'211'600 | 2'211'600 | 2'232'820 | 2'232'820 | 520'898 CHF | 532'062 CHF | 100.00% | 100.00% |
03.07.2024 | 2.16% | 0.24 CHF | 0.24 CHF | 2'255'300 | 2'255'300 | 2'346'520 | 2'346'520 | 537'317 CHF | 549'049 CHF | 100.00% | 100.00% |
02.07.2024 | 2.39% | 0.22 CHF | 0.22 CHF | 2'438'300 | 2'438'300 | 2'445'810 | 2'445'810 | 505'381 CHF | 517'610 CHF | 100.00% | 100.00% |