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 | 11.49% | 0.09 CHF | 0.10 CHF | 3'075'000 | 3'075'000 | 3'042'770 | 3'042'770 | 252'965 CHF | 283'424 CHF | 100.00% | 100.00% |
12.07.2024 | 10.84% | 0.08 CHF | 0.09 CHF | 2'775'000 | 2'775'000 | 2'754'490 | 2'754'490 | 243'162 CHF | 270'736 CHF | 100.00% | 100.00% |
11.07.2024 | 10.59% | 0.09 CHF | 0.10 CHF | 2'525'000 | 2'525'000 | 2'506'660 | 2'506'660 | 226'644 CHF | 251'738 CHF | 97.39% | 97.39% |
10.07.2024 | 8.90% | 0.10 CHF | 0.11 CHF | 2'291'000 | 2'291'000 | 2'277'130 | 2'277'130 | 247'021 CHF | 269'817 CHF | 100.00% | 100.00% |
09.07.2024 | 9.24% | 0.11 CHF | 0.12 CHF | 2'331'000 | 2'331'000 | 2'302'960 | 2'302'960 | 240'520 CHF | 263'573 CHF | 100.00% | 100.00% |
08.07.2024 | 8.88% | 0.11 CHF | 0.12 CHF | 2'235'000 | 2'235'000 | 2'212'150 | 2'212'150 | 240'524 CHF | 262'668 CHF | 99.95% | 99.95% |
05.07.2024 | 8.97% | 0.11 CHF | 0.12 CHF | 2'374'000 | 2'374'000 | 2'340'080 | 2'340'080 | 251'934 CHF | 275'360 CHF | 100.00% | 100.00% |
04.07.2024 | 8.87% | 0.10 CHF | 0.11 CHF | 2'254'000 | 2'254'000 | 2'236'130 | 2'236'130 | 243'491 CHF | 265'876 CHF | 100.00% | 100.00% |
03.07.2024 | 9.01% | 0.11 CHF | 0.12 CHF | 2'249'000 | 2'249'000 | 2'224'700 | 2'224'700 | 238'580 CHF | 260'850 CHF | 100.00% | 100.00% |
02.07.2024 | 8.65% | 0.11 CHF | 0.12 CHF | 2'325'000 | 2'325'000 | 2'313'780 | 2'313'780 | 258'843 CHF | 282'005 CHF | 100.00% | 100.00% |