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 | 6.06% | 0.08 CHF | 0.09 CHF | 1'791'000 | 1'791'000 | 1'776'570 | 1'776'570 | 142'126 CHF | 151'008 CHF | 100.00% | 100.00% |
12.07.2024 | 5.98% | 0.08 CHF | 0.09 CHF | 1'767'700 | 1'767'700 | 1'713'670 | 1'713'670 | 139'118 CHF | 147'687 CHF | 100.00% | 100.00% |
11.07.2024 | 5.85% | 0.08 CHF | 0.09 CHF | 1'677'600 | 1'677'600 | 1'677'360 | 1'677'360 | 139'716 CHF | 148'103 CHF | 100.00% | 100.00% |
10.07.2024 | 5.63% | 0.09 CHF | 0.10 CHF | 1'677'400 | 1'677'400 | 1'679'310 | 1'679'310 | 144'918 CHF | 153'315 CHF | 100.00% | 100.00% |
09.07.2024 | 5.71% | 0.09 CHF | 0.09 CHF | 1'680'800 | 1'680'800 | 1'719'390 | 1'719'390 | 146'536 CHF | 155'142 CHF | 100.00% | 100.00% |
08.07.2024 | 5.98% | 0.09 CHF | 0.09 CHF | 1'748'200 | 1'748'200 | 1'691'850 | 1'691'850 | 137'446 CHF | 145'905 CHF | 100.00% | 100.00% |
05.07.2024 | 5.68% | 0.09 CHF | 0.09 CHF | 1'655'100 | 1'655'100 | 1'644'350 | 1'644'350 | 140'670 CHF | 148'892 CHF | 100.00% | 100.00% |
04.07.2024 | 5.35% | 0.09 CHF | 0.10 CHF | 1'637'500 | 1'637'500 | 1'566'910 | 1'566'910 | 142'604 CHF | 150'439 CHF | 100.00% | 100.00% |
03.07.2024 | 5.11% | 0.09 CHF | 0.10 CHF | 1'519'800 | 1'519'800 | 1'510'060 | 1'510'060 | 144'031 CHF | 151'582 CHF | 100.00% | 100.00% |
02.07.2024 | 4.90% | 0.10 CHF | 0.10 CHF | 1'503'700 | 1'503'700 | 1'552'870 | 1'552'870 | 154'703 CHF | 162'467 CHF | 99.98% | 99.98% |