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 | 7.69% | 0.13 CHF | 0.14 CHF | 971'900 | 971'900 | 971'181 | 971'181 | 121'398 CHF | 131'109 CHF | 100.00% | 100.00% |
12.07.2024 | 7.66% | 0.13 CHF | 0.14 CHF | 1'009'200 | 1'009'200 | 1'014'610 | 1'014'610 | 127'468 CHF | 137'614 CHF | 100.00% | 100.00% |
11.07.2024 | 7.95% | 0.13 CHF | 0.14 CHF | 1'056'200 | 1'056'200 | 1'051'850 | 1'051'850 | 127'124 CHF | 137'643 CHF | 100.00% | 100.00% |
10.07.2024 | 8.33% | 0.12 CHF | 0.13 CHF | 1'045'400 | 1'045'400 | 1'053'240 | 1'053'240 | 121'333 CHF | 131'866 CHF | 100.00% | 100.00% |
09.07.2024 | 8.07% | 0.12 CHF | 0.13 CHF | 1'039'100 | 1'039'100 | 1'036'410 | 1'036'410 | 123'270 CHF | 133'635 CHF | 100.00% | 100.00% |
08.07.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 1'036'500 | 1'036'500 | 1'032'220 | 1'032'220 | 123'867 CHF | 134'189 CHF | 100.00% | 100.00% |
05.07.2024 | 7.75% | 0.12 CHF | 0.13 CHF | 1'014'300 | 1'014'300 | 1'008'220 | 1'008'220 | 125'058 CHF | 135'140 CHF | 99.82% | 99.82% |
04.07.2024 | 7.73% | 0.13 CHF | 0.14 CHF | 1'045'000 | 1'045'000 | 1'039'960 | 1'039'960 | 129'299 CHF | 139'699 CHF | 99.50% | 99.50% |
03.07.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 1'066'700 | 1'066'700 | 1'062'270 | 1'062'270 | 127'441 CHF | 138'063 CHF | 99.36% | 99.36% |
02.07.2024 | 8.47% | 0.12 CHF | 0.13 CHF | 1'079'200 | 1'079'200 | 1'074'740 | 1'074'740 | 121'600 CHF | 132'347 CHF | 100.00% | 100.00% |