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 | 10.25% | 0.04 CHF | 0.05 CHF | 1'137'100 | 1'137'100 | 1'140'200 | 1'140'200 | 52'913 CHF | 58'614 CHF | 100.00% | 100.00% |
12.07.2024 | 9.94% | 0.05 CHF | 0.05 CHF | 1'141'100 | 1'141'100 | 1'261'250 | 1'261'250 | 60'517 CHF | 66'823 CHF | 100.00% | 100.00% |
11.07.2024 | 10.15% | 0.05 CHF | 0.05 CHF | 1'297'800 | 1'297'800 | 1'222'050 | 1'222'050 | 57'329 CHF | 63'439 CHF | 71.56% | 71.56% |
10.07.2024 | 9.73% | 0.05 CHF | 0.06 CHF | 1'183'400 | 1'183'400 | 1'176'230 | 1'176'230 | 57'596 CHF | 63'477 CHF | 99.38% | 99.38% |
09.07.2024 | 10.24% | 0.06 CHF | 0.06 CHF | 1'174'100 | 1'174'100 | 1'272'200 | 1'272'200 | 58'986 CHF | 65'347 CHF | 100.00% | 100.00% |
08.07.2024 | 11.33% | 0.05 CHF | 0.05 CHF | 1'302'800 | 1'302'800 | 1'438'540 | 1'438'540 | 59'945 CHF | 67'138 CHF | 100.00% | 100.00% |
05.07.2024 | 11.29% | 0.04 CHF | 0.04 CHF | 1'482'000 | 1'482'000 | 1'373'650 | 1'373'650 | 57'698 CHF | 64'566 CHF | 100.00% | 100.00% |
04.07.2024 | 11.21% | 0.05 CHF | 0.05 CHF | 1'340'400 | 1'340'400 | 1'241'690 | 1'241'690 | 52'461 CHF | 58'670 CHF | 100.00% | 100.00% |
03.07.2024 | 10.13% | 0.05 CHF | 0.05 CHF | 1'210'800 | 1'210'800 | 1'151'490 | 1'151'490 | 54'055 CHF | 59'812 CHF | 100.00% | 100.00% |
02.07.2024 | 9.37% | 0.05 CHF | 0.05 CHF | 1'136'100 | 1'136'100 | 1'066'890 | 1'066'890 | 54'412 CHF | 59'747 CHF | 99.96% | 99.96% |