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 | 14.47% | 0.07 CHF | 0.08 CHF | 1'943'800 | 1'943'800 | 1'942'350 | 1'942'350 | 124'565 CHF | 143'989 CHF | 100.00% | 100.00% |
12.07.2024 | 14.63% | 0.07 CHF | 0.08 CHF | 2'018'300 | 2'018'300 | 2'029'170 | 2'029'170 | 128'699 CHF | 148'990 CHF | 100.00% | 100.00% |
11.07.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 2'112'400 | 2'112'400 | 2'103'700 | 2'103'700 | 126'222 CHF | 147'259 CHF | 100.00% | 100.00% |
10.07.2024 | 15.96% | 0.06 CHF | 0.07 CHF | 2'090'700 | 2'090'700 | 2'106'380 | 2'106'380 | 121'626 CHF | 142'690 CHF | 100.00% | 100.00% |
09.07.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 2'078'200 | 2'078'200 | 2'072'820 | 2'072'820 | 124'369 CHF | 145'097 CHF | 100.00% | 100.00% |
08.07.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 2'072'900 | 2'072'900 | 2'064'350 | 2'064'350 | 123'861 CHF | 144'505 CHF | 100.00% | 100.00% |
05.07.2024 | 14.60% | 0.06 CHF | 0.07 CHF | 2'028'500 | 2'028'500 | 2'016'350 | 2'016'350 | 128'239 CHF | 148'403 CHF | 99.82% | 99.82% |
04.07.2024 | 15.21% | 0.06 CHF | 0.07 CHF | 2'089'900 | 2'089'900 | 2'079'820 | 2'079'820 | 126'467 CHF | 147'265 CHF | 99.50% | 99.50% |
03.07.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 2'133'300 | 2'133'300 | 2'124'450 | 2'124'450 | 127'467 CHF | 148'711 CHF | 99.36% | 99.36% |
02.07.2024 | 16.64% | 0.06 CHF | 0.07 CHF | 2'158'400 | 2'158'400 | 2'149'480 | 2'149'480 | 118'437 CHF | 139'932 CHF | 100.00% | 100.00% |