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 | 1.73% | 0.54 CHF | 0.55 CHF | 1'051'500 | 1'051'500 | 1'051'500 | 1'051'500 | 603'144 CHF | 613'659 CHF | 100.00% | 100.00% |
12.07.2024 | 1.66% | 0.64 CHF | 0.65 CHF | 1'195'700 | 1'195'700 | 1'195'700 | 1'195'700 | 714'961 CHF | 726'918 CHF | 100.00% | 100.00% |
11.07.2024 | 1.85% | 0.56 CHF | 0.57 CHF | 1'286'600 | 1'286'600 | 1'286'600 | 1'286'600 | 688'192 CHF | 701'058 CHF | 100.00% | 100.00% |
10.07.2024 | 2.04% | 0.51 CHF | 0.52 CHF | 1'406'200 | 1'406'200 | 1'406'200 | 1'406'200 | 683'843 CHF | 697'905 CHF | 100.00% | 100.00% |
09.07.2024 | 1.99% | 0.44 CHF | 0.45 CHF | 1'159'600 | 1'159'600 | 1'158'310 | 1'158'310 | 578'410 CHF | 590'006 CHF | 100.00% | 100.00% |
08.07.2024 | 1.59% | 0.57 CHF | 0.58 CHF | 1'074'500 | 1'074'500 | 1'074'500 | 1'074'500 | 670'293 CHF | 681'038 CHF | 100.00% | 100.00% |
05.07.2024 | 1.53% | 0.60 CHF | 0.61 CHF | 1'042'100 | 1'042'100 | 1'042'100 | 1'042'100 | 675'511 CHF | 685'932 CHF | 99.64% | 99.64% |
04.07.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 1'135'600 | 1'135'600 | 1'135'600 | 1'135'600 | 710'992 CHF | 722'348 CHF | 99.27% | 99.27% |
03.07.2024 | 1.73% | 0.58 CHF | 0.59 CHF | 1'288'100 | 1'288'100 | 1'288'100 | 1'288'100 | 740'714 CHF | 753'595 CHF | 100.00% | 100.00% |
02.07.2024 | 2.09% | 0.50 CHF | 0.51 CHF | 1'243'400 | 1'243'400 | 1'243'400 | 1'243'400 | 589'321 CHF | 601'755 CHF | 100.00% | 100.00% |