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 | 3.06% | 0.35 CHF | 0.36 CHF | 1'477'900 | 1'477'900 | 1'556'460 | 1'556'460 | 501'254 CHF | 516'819 CHF | 100.00% | 100.00% |
12.07.2024 | 3.21% | 0.32 CHF | 0.33 CHF | 1'566'600 | 1'566'600 | 1'549'260 | 1'549'260 | 474'990 CHF | 490'483 CHF | 100.00% | 100.00% |
11.07.2024 | 3.39% | 0.33 CHF | 0.34 CHF | 1'546'900 | 1'546'900 | 1'699'420 | 1'699'420 | 494'381 CHF | 511'375 CHF | 100.00% | 100.00% |
10.07.2024 | 2.52% | 0.28 CHF | 0.28 CHF | 1'719'700 | 1'719'700 | 1'831'930 | 1'831'930 | 499'459 CHF | 512'229 CHF | 100.00% | 100.00% |
09.07.2024 | 1.94% | 0.25 CHF | 0.25 CHF | 1'847'100 | 1'847'100 | 1'775'410 | 1'775'410 | 453'831 CHF | 462'718 CHF | 100.00% | 100.00% |
08.07.2024 | 2.31% | 0.27 CHF | 0.28 CHF | 1'768'600 | 1'768'600 | 1'742'100 | 1'742'100 | 474'177 CHF | 485'264 CHF | 100.00% | 100.00% |
05.07.2024 | 2.29% | 0.28 CHF | 0.29 CHF | 1'739'400 | 1'739'400 | 1'882'810 | 1'882'810 | 504'511 CHF | 516'229 CHF | 100.00% | 100.00% |
04.07.2024 | 1.94% | 0.26 CHF | 0.27 CHF | 1'900'300 | 1'900'300 | 1'876'140 | 1'876'140 | 479'613 CHF | 488'994 CHF | 100.00% | 100.00% |
03.07.2024 | 2.01% | 0.27 CHF | 0.27 CHF | 1'872'900 | 1'872'900 | 2'098'530 | 2'098'530 | 516'728 CHF | 527'221 CHF | 100.00% | 100.00% |
02.07.2024 | 2.24% | 0.23 CHF | 0.23 CHF | 2'127'800 | 2'127'800 | 2'148'010 | 2'148'010 | 475'290 CHF | 486'030 CHF | 100.00% | 100.00% |