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 | 12.47% | 0.08 CHF | 0.09 CHF | 1'970'200 | 1'970'200 | 631'442 | 631'442 | 48'135 CHF | 54'457 CHF | 98.87% | 98.87% |
12.07.2024 | 12.14% | 0.08 CHF | 0.09 CHF | 1'919'100 | 1'919'100 | 611'928 | 611'928 | 47'024 CHF | 53'151 CHF | 100.00% | 100.00% |
11.07.2024 | 14.03% | 0.07 CHF | 0.08 CHF | 2'254'200 | 2'254'200 | 706'485 | 706'485 | 49'386 CHF | 56'512 CHF | 99.99% | 99.99% |
10.07.2024 | 14.39% | 0.07 CHF | 0.08 CHF | 2'249'800 | 2'249'800 | 718'166 | 718'166 | 48'386 CHF | 55'577 CHF | 99.89% | 99.89% |
09.07.2024 | 14.43% | 0.07 CHF | 0.08 CHF | 2'164'800 | 2'164'800 | 698'114 | 698'114 | 45'281 CHF | 52'271 CHF | 99.98% | 99.98% |
08.07.2024 | 14.45% | 0.07 CHF | 0.08 CHF | 2'258'900 | 2'258'900 | 722'067 | 722'067 | 47'898 CHF | 55'128 CHF | 99.98% | 99.98% |
05.07.2024 | 14.49% | 0.07 CHF | 0.08 CHF | 2'278'900 | 2'278'900 | 724'704 | 724'704 | 47'590 CHF | 54'847 CHF | 99.71% | 99.71% |
04.07.2024 | 13.99% | 0.07 CHF | 0.08 CHF | 455'800 | 455'800 | 334'237 | 334'237 | 22'423 CHF | 25'766 CHF | 94.02% | 94.02% |
03.07.2024 | 14.53% | 0.07 CHF | 0.08 CHF | 2'346'000 | 2'346'000 | 751'643 | 751'643 | 48'857 CHF | 56'383 CHF | 99.53% | 99.53% |
02.07.2024 | 13.75% | 0.07 CHF | 0.08 CHF | 2'141'500 | 2'141'500 | 688'925 | 688'925 | 46'147 CHF | 53'046 CHF | 100.00% | 100.00% |