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 | 3.64% | 0.26 CHF | 0.27 CHF | 1'901'300 | 1'901'300 | 1'900'080 | 1'900'080 | 512'884 CHF | 531'885 CHF | 100.00% | 100.00% |
12.07.2024 | 3.64% | 0.26 CHF | 0.27 CHF | 1'898'800 | 1'898'800 | 1'945'320 | 1'945'320 | 525'354 CHF | 544'807 CHF | 100.00% | 100.00% |
11.07.2024 | 3.22% | 0.24 CHF | 0.25 CHF | 1'991'300 | 1'991'300 | 1'979'460 | 1'979'460 | 507'133 CHF | 523'848 CHF | 99.99% | 99.99% |
10.07.2024 | 3.75% | 0.27 CHF | 0.28 CHF | 1'966'900 | 1'966'900 | 1'985'980 | 1'985'980 | 519'939 CHF | 539'799 CHF | 100.00% | 100.00% |
09.07.2024 | 3.75% | 0.27 CHF | 0.28 CHF | 2'006'300 | 2'006'300 | 1'996'230 | 1'996'230 | 522'592 CHF | 542'555 CHF | 100.00% | 100.00% |
08.07.2024 | 3.77% | 0.26 CHF | 0.27 CHF | 1'986'600 | 1'986'600 | 1'924'630 | 1'924'630 | 500'473 CHF | 519'719 CHF | 100.00% | 100.00% |
05.07.2024 | 3.57% | 0.26 CHF | 0.27 CHF | 1'859'100 | 1'859'100 | 1'823'600 | 1'823'600 | 501'956 CHF | 520'192 CHF | 100.00% | 100.00% |
04.07.2024 | 3.43% | 0.28 CHF | 0.29 CHF | 1'785'900 | 1'785'900 | 1'757'150 | 1'757'150 | 503'746 CHF | 521'318 CHF | 100.00% | 100.00% |
03.07.2024 | 3.38% | 0.28 CHF | 0.29 CHF | 1'726'700 | 1'726'700 | 1'610'100 | 1'610'100 | 468'283 CHF | 484'384 CHF | 100.00% | 100.00% |
02.07.2024 | 3.00% | 0.32 CHF | 0.33 CHF | 1'492'800 | 1'492'800 | 1'485'040 | 1'485'040 | 486'999 CHF | 501'850 CHF | 100.00% | 100.00% |