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 | 6.40% | 0.16 CHF | 0.17 CHF | 1'049'700 | 1'049'700 | 336'419 | 336'419 | 51'828 CHF | 55'197 CHF | 98.87% | 98.87% |
12.07.2024 | 6.54% | 0.16 CHF | 0.17 CHF | 1'065'900 | 1'065'900 | 339'847 | 339'847 | 51'995 CHF | 55'398 CHF | 100.00% | 100.00% |
11.07.2024 | 5.80% | 0.17 CHF | 0.18 CHF | 917'000 | 917'000 | 287'402 | 287'402 | 50'052 CHF | 52'950 CHF | 99.99% | 99.99% |
10.07.2024 | 5.41% | 0.18 CHF | 0.19 CHF | 885'400 | 885'400 | 282'660 | 282'660 | 51'171 CHF | 54'002 CHF | 99.89% | 99.89% |
09.07.2024 | 5.40% | 0.20 CHF | 0.21 CHF | 873'200 | 873'200 | 281'492 | 281'492 | 53'497 CHF | 56'316 CHF | 99.98% | 99.98% |
08.07.2024 | 5.48% | 0.18 CHF | 0.19 CHF | 882'600 | 882'600 | 282'163 | 282'163 | 51'375 CHF | 54'200 CHF | 99.98% | 99.98% |
05.07.2024 | 5.38% | 0.19 CHF | 0.20 CHF | 877'700 | 877'700 | 279'102 | 279'102 | 51'164 CHF | 53'959 CHF | 99.70% | 99.70% |
04.07.2024 | 5.29% | 0.18 CHF | 0.19 CHF | 175'600 | 175'600 | 128'759 | 128'759 | 23'561 CHF | 24'849 CHF | 94.02% | 94.02% |
03.07.2024 | 5.12% | 0.19 CHF | 0.20 CHF | 830'100 | 830'100 | 266'015 | 266'015 | 51'043 CHF | 53'706 CHF | 99.53% | 99.53% |
02.07.2024 | 5.57% | 0.19 CHF | 0.20 CHF | 873'400 | 873'400 | 281'006 | 281'006 | 51'660 CHF | 54'474 CHF | 100.00% | 100.00% |