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 | 8.25% | 0.12 CHF | 0.13 CHF | 1'081'600 | 1'081'600 | 1'080'790 | 1'080'790 | 125'597 CHF | 136'405 CHF | 100.00% | 100.00% |
12.07.2024 | 8.15% | 0.12 CHF | 0.13 CHF | 1'012'300 | 1'012'300 | 1'017'750 | 1'017'750 | 119'839 CHF | 130'016 CHF | 100.00% | 100.00% |
11.07.2024 | 7.95% | 0.12 CHF | 0.13 CHF | 990'800 | 990'800 | 986'718 | 986'718 | 119'283 CHF | 129'150 CHF | 100.00% | 100.00% |
10.07.2024 | 7.56% | 0.13 CHF | 0.14 CHF | 1'007'600 | 1'007'600 | 1'015'150 | 1'015'150 | 129'259 CHF | 139'411 CHF | 100.00% | 100.00% |
09.07.2024 | 7.76% | 0.13 CHF | 0.14 CHF | 1'017'500 | 1'017'500 | 1'014'870 | 1'014'870 | 125'797 CHF | 135'945 CHF | 100.00% | 100.00% |
08.07.2024 | 7.96% | 0.12 CHF | 0.13 CHF | 1'021'100 | 1'021'100 | 1'016'890 | 1'016'890 | 122'744 CHF | 132'913 CHF | 100.00% | 100.00% |
05.07.2024 | 8.17% | 0.12 CHF | 0.13 CHF | 1'057'400 | 1'057'400 | 1'051'070 | 1'051'070 | 123'414 CHF | 133'925 CHF | 99.81% | 99.81% |
04.07.2024 | 8.04% | 0.12 CHF | 0.13 CHF | 1'003'800 | 1'003'800 | 998'959 | 998'959 | 119'274 CHF | 129'263 CHF | 99.49% | 99.49% |
03.07.2024 | 7.93% | 0.12 CHF | 0.13 CHF | 968'900 | 968'900 | 964'879 | 964'879 | 116'932 CHF | 126'580 CHF | 99.35% | 99.35% |
02.07.2024 | 7.41% | 0.13 CHF | 0.14 CHF | 1'003'500 | 1'003'500 | 999'352 | 999'352 | 129'807 CHF | 139'801 CHF | 100.00% | 100.00% |