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 | 8.12% | 0.12 CHF | 0.13 CHF | 1'074'400 | 1'074'400 | 1'066'140 | 1'066'140 | 126'015 CHF | 136'677 CHF | 100.00% | 100.00% |
12.07.2024 | 8.11% | 0.12 CHF | 0.13 CHF | 1'047'100 | 1'047'100 | 1'049'590 | 1'049'590 | 124'235 CHF | 134'731 CHF | 100.00% | 100.00% |
11.07.2024 | 8.26% | 0.12 CHF | 0.13 CHF | 1'110'900 | 1'110'900 | 1'119'400 | 1'119'400 | 130'033 CHF | 141'227 CHF | 99.99% | 99.99% |
10.07.2024 | 8.84% | 0.11 CHF | 0.12 CHF | 1'169'900 | 1'169'900 | 1'177'790 | 1'177'790 | 127'383 CHF | 139'161 CHF | 100.00% | 100.00% |
09.07.2024 | 8.59% | 0.11 CHF | 0.12 CHF | 1'195'700 | 1'195'700 | 1'178'220 | 1'178'220 | 131'638 CHF | 143'433 CHF | 99.74% | 99.74% |
08.07.2024 | 9.09% | 0.11 CHF | 0.12 CHF | 1'197'900 | 1'197'900 | 1'198'680 | 1'198'680 | 125'907 CHF | 137'894 CHF | 99.30% | 99.30% |
05.07.2024 | 9.09% | 0.11 CHF | 0.12 CHF | 1'222'000 | 1'222'000 | 1'224'480 | 1'224'480 | 128'552 CHF | 140'797 CHF | 100.00% | 100.00% |
04.07.2024 | 9.23% | 0.11 CHF | 0.12 CHF | 1'248'300 | 1'248'300 | 1'245'150 | 1'245'150 | 128'751 CHF | 141'202 CHF | 99.63% | 99.63% |
03.07.2024 | 9.40% | 0.10 CHF | 0.11 CHF | 1'326'400 | 1'326'400 | 1'328'600 | 1'328'600 | 134'748 CHF | 148'034 CHF | 100.00% | 100.00% |
02.07.2024 | 10.81% | 0.09 CHF | 0.10 CHF | 1'350'000 | 1'350'000 | 1'359'150 | 1'359'150 | 118'962 CHF | 132'554 CHF | 100.00% | 100.00% |