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 | 5.70% | 0.18 CHF | 0.19 CHF | 1'802'600 | 1'802'600 | 805'714 | 805'714 | 140'763 CHF | 148'849 CHF | 99.97% | 99.97% |
12.07.2024 | 5.61% | 0.18 CHF | 0.19 CHF | 1'780'600 | 1'780'600 | 797'062 | 797'062 | 140'380 CHF | 148'365 CHF | 100.00% | 100.00% |
11.07.2024 | 5.01% | 0.18 CHF | 0.19 CHF | 1'606'300 | 1'606'300 | 702'238 | 702'238 | 138'178 CHF | 145'243 CHF | 100.00% | 100.00% |
10.07.2024 | 4.90% | 0.20 CHF | 0.21 CHF | 1'582'000 | 1'582'000 | 704'813 | 704'813 | 142'318 CHF | 149'379 CHF | 100.00% | 100.00% |
09.07.2024 | 4.93% | 0.21 CHF | 0.22 CHF | 1'582'600 | 1'582'600 | 708'184 | 708'184 | 143'245 CHF | 150'341 CHF | 100.00% | 100.00% |
08.07.2024 | 4.88% | 0.20 CHF | 0.21 CHF | 1'556'800 | 1'556'800 | 696'364 | 696'364 | 141'741 CHF | 148'718 CHF | 100.00% | 100.00% |
05.07.2024 | 5.05% | 0.21 CHF | 0.22 CHF | 1'629'700 | 1'629'700 | 726'328 | 726'328 | 144'768 CHF | 152'045 CHF | 99.81% | 99.81% |
04.07.2024 | 4.99% | 0.20 CHF | 0.21 CHF | 651'900 | 651'900 | 522'338 | 522'338 | 101'996 CHF | 107'220 CHF | 98.30% | 98.30% |
03.07.2024 | 4.84% | 0.20 CHF | 0.21 CHF | 1'549'100 | 1'549'100 | 688'588 | 688'588 | 139'286 CHF | 146'185 CHF | 100.00% | 100.00% |
02.07.2024 | 5.20% | 0.20 CHF | 0.21 CHF | 1'634'800 | 1'634'800 | 729'398 | 729'398 | 139'314 CHF | 146'621 CHF | 100.00% | 100.00% |