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 | 13.43% | 0.07 CHF | 0.08 CHF | 1'613'000 | 1'613'000 | 1'608'230 | 1'608'230 | 111'806 CHF | 127'888 CHF | 100.00% | 100.00% |
12.07.2024 | 14.86% | 0.07 CHF | 0.08 CHF | 1'399'000 | 1'399'000 | 1'410'150 | 1'410'150 | 91'201 CHF | 105'353 CHF | 100.00% | 100.00% |
11.07.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1'323'100 | 1'323'100 | 1'323'100 | 1'323'100 | 92'624 CHF | 105'855 CHF | 99.83% | 99.83% |
10.07.2024 | 12.26% | 0.08 CHF | 0.09 CHF | 1'243'200 | 1'243'200 | 1'250'250 | 1'250'250 | 95'793 CHF | 108'295 CHF | 100.00% | 100.00% |
09.07.2024 | 12.39% | 0.08 CHF | 0.09 CHF | 1'345'800 | 1'345'800 | 1'327'000 | 1'327'000 | 100'488 CHF | 113'758 CHF | 99.73% | 99.73% |
08.07.2024 | 13.36% | 0.08 CHF | 0.09 CHF | 1'522'000 | 1'522'000 | 1'497'510 | 1'497'510 | 104'764 CHF | 119'739 CHF | 100.00% | 100.00% |
05.07.2024 | 14.18% | 0.07 CHF | 0.08 CHF | 1'505'900 | 1'505'900 | 1'508'250 | 1'508'250 | 98'900 CHF | 113'983 CHF | 99.81% | 99.81% |
04.07.2024 | 14.29% | 0.07 CHF | 0.08 CHF | 1'454'300 | 1'454'300 | 1'454'300 | 1'454'300 | 94'530 CHF | 109'072 CHF | 100.00% | 100.00% |
03.07.2024 | 14.21% | 0.07 CHF | 0.08 CHF | 1'402'000 | 1'402'000 | 1'402'110 | 1'402'110 | 91'665 CHF | 105'686 CHF | 100.00% | 100.00% |
02.07.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1'451'300 | 1'451'300 | 1'455'240 | 1'455'240 | 101'867 CHF | 116'419 CHF | 100.00% | 100.00% |