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 | 4.42% | 0.11 CHF | 0.11 CHF | 978'100 | 978'100 | 979'653 | 979'653 | 108'537 CHF | 113'436 CHF | 100.00% | 100.00% |
12.07.2024 | 4.38% | 0.11 CHF | 0.12 CHF | 980'100 | 980'100 | 1'037'380 | 1'037'380 | 115'770 CHF | 120'957 CHF | 100.00% | 100.00% |
11.07.2024 | 4.41% | 0.11 CHF | 0.11 CHF | 1'054'800 | 1'054'800 | 1'020'570 | 1'020'570 | 113'178 CHF | 118'281 CHF | 71.57% | 71.57% |
10.07.2024 | 4.32% | 0.12 CHF | 0.12 CHF | 1'003'100 | 1'003'100 | 999'784 | 999'784 | 113'170 CHF | 118'169 CHF | 99.38% | 99.38% |
09.07.2024 | 4.40% | 0.12 CHF | 0.13 CHF | 998'800 | 998'800 | 1'045'140 | 1'045'140 | 116'178 CHF | 121'403 CHF | 100.00% | 100.00% |
08.07.2024 | 4.64% | 0.11 CHF | 0.12 CHF | 1'059'600 | 1'059'600 | 1'120'950 | 1'120'950 | 118'004 CHF | 123'609 CHF | 100.00% | 100.00% |
05.07.2024 | 4.72% | 0.10 CHF | 0.10 CHF | 1'140'600 | 1'140'600 | 1'094'230 | 1'094'230 | 113'193 CHF | 118'664 CHF | 100.00% | 100.00% |
04.07.2024 | 4.63% | 0.11 CHF | 0.12 CHF | 1'080'000 | 1'080'000 | 1'035'820 | 1'035'820 | 109'318 CHF | 114'497 CHF | 100.00% | 100.00% |
03.07.2024 | 4.44% | 0.11 CHF | 0.12 CHF | 1'022'000 | 1'022'000 | 994'130 | 994'130 | 109'586 CHF | 114'557 CHF | 100.00% | 100.00% |
02.07.2024 | 4.24% | 0.11 CHF | 0.12 CHF | 986'900 | 986'900 | 953'506 | 953'506 | 110'134 CHF | 114'902 CHF | 99.96% | 99.96% |