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 | 12.06% | 0.08 CHF | 0.09 CHF | 998'900 | 998'900 | 991'687 | 991'687 | 77'366 CHF | 87'283 CHF | 100.00% | 100.00% |
12.07.2024 | 12.50% | 0.08 CHF | 0.09 CHF | 1'011'600 | 1'011'600 | 1'005'720 | 1'005'720 | 75'429 CHF | 85'486 CHF | 100.00% | 100.00% |
11.07.2024 | 12.03% | 0.08 CHF | 0.09 CHF | 1'009'700 | 1'009'700 | 1'001'840 | 1'001'840 | 78'335 CHF | 88'354 CHF | 100.00% | 100.00% |
10.07.2024 | 13.24% | 0.08 CHF | 0.09 CHF | 1'090'200 | 1'090'200 | 1'093'270 | 1'093'270 | 77'165 CHF | 88'097 CHF | 100.00% | 100.00% |
09.07.2024 | 13.39% | 0.07 CHF | 0.08 CHF | 1'100'100 | 1'100'100 | 1'097'360 | 1'097'360 | 76'667 CHF | 87'653 CHF | 100.00% | 100.00% |
08.07.2024 | 13.73% | 0.07 CHF | 0.08 CHF | 1'171'800 | 1'171'800 | 1'174'160 | 1'174'160 | 79'740 CHF | 91'481 CHF | 100.00% | 100.00% |
05.07.2024 | 14.24% | 0.07 CHF | 0.08 CHF | 1'117'500 | 1'117'500 | 1'116'860 | 1'116'860 | 72'932 CHF | 84'100 CHF | 100.00% | 100.00% |
04.07.2024 | 13.41% | 0.07 CHF | 0.08 CHF | 1'134'500 | 1'134'500 | 1'135'080 | 1'135'080 | 79'001 CHF | 90'352 CHF | 100.00% | 100.00% |
03.07.2024 | 14.28% | 0.07 CHF | 0.08 CHF | 1'078'700 | 1'078'700 | 1'078'170 | 1'078'170 | 70'142 CHF | 80'924 CHF | 100.00% | 100.00% |
02.07.2024 | 13.26% | 0.07 CHF | 0.08 CHF | 975'600 | 975'600 | 973'344 | 973'344 | 68'628 CHF | 78'361 CHF | 100.00% | 100.00% |