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 | 3.60% | 0.14 CHF | 0.14 CHF | 1'350'800 | 1'350'800 | 1'358'800 | 1'358'800 | 185'246 CHF | 192'040 CHF | 100.00% | 100.00% |
12.07.2024 | 3.63% | 0.14 CHF | 0.14 CHF | 1'364'800 | 1'364'800 | 1'399'520 | 1'399'520 | 189'452 CHF | 196'450 CHF | 100.00% | 100.00% |
11.07.2024 | 3.71% | 0.14 CHF | 0.14 CHF | 1'423'100 | 1'423'100 | 1'422'860 | 1'422'860 | 188'645 CHF | 195'759 CHF | 100.00% | 100.00% |
10.07.2024 | 3.80% | 0.13 CHF | 0.13 CHF | 1'422'900 | 1'422'900 | 1'421'170 | 1'421'170 | 183'322 CHF | 190'428 CHF | 100.00% | 100.00% |
09.07.2024 | 3.78% | 0.13 CHF | 0.14 CHF | 1'420'200 | 1'420'200 | 1'389'420 | 1'389'420 | 180'624 CHF | 187'579 CHF | 100.00% | 100.00% |
08.07.2024 | 3.63% | 0.13 CHF | 0.14 CHF | 1'371'900 | 1'371'900 | 1'407'940 | 1'407'940 | 190'225 CHF | 197'264 CHF | 100.00% | 100.00% |
05.07.2024 | 3.77% | 0.13 CHF | 0.14 CHF | 1'432'600 | 1'432'600 | 1'439'980 | 1'439'980 | 187'306 CHF | 194'506 CHF | 100.00% | 100.00% |
04.07.2024 | 3.92% | 0.13 CHF | 0.13 CHF | 1'445'200 | 1'445'200 | 1'497'230 | 1'497'230 | 187'261 CHF | 194'747 CHF | 100.00% | 100.00% |
03.07.2024 | 4.03% | 0.13 CHF | 0.13 CHF | 1'532'300 | 1'532'300 | 1'540'130 | 1'540'130 | 187'151 CHF | 194'852 CHF | 100.00% | 100.00% |
02.07.2024 | 4.09% | 0.12 CHF | 0.13 CHF | 1'545'600 | 1'545'600 | 1'502'610 | 1'502'610 | 180'092 CHF | 187'606 CHF | 100.00% | 100.00% |