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 | 8.70% | 0.11 CHF | 0.12 CHF | 1'148'300 | 1'148'300 | 1'148'300 | 1'148'300 | 126'205 CHF | 137'688 CHF | 100.00% | 100.00% |
12.07.2024 | 8.67% | 0.11 CHF | 0.12 CHF | 1'093'100 | 1'093'100 | 1'093'100 | 1'093'100 | 120'671 CHF | 131'602 CHF | 100.00% | 100.00% |
11.07.2024 | 8.34% | 0.12 CHF | 0.13 CHF | 1'055'800 | 1'055'800 | 1'055'800 | 1'055'800 | 121'336 CHF | 131'894 CHF | 100.00% | 100.00% |
10.07.2024 | 7.95% | 0.12 CHF | 0.13 CHF | 971'500 | 971'500 | 971'500 | 971'500 | 117'339 CHF | 127'054 CHF | 100.00% | 100.00% |
09.07.2024 | 7.69% | 0.13 CHF | 0.14 CHF | 1'007'500 | 1'007'500 | 1'012'800 | 1'012'800 | 126'977 CHF | 137'116 CHF | 100.00% | 100.00% |
08.07.2024 | 7.97% | 0.12 CHF | 0.13 CHF | 991'100 | 991'100 | 991'857 | 991'857 | 119'593 CHF | 129'511 CHF | 100.00% | 100.00% |
05.07.2024 | 7.94% | 0.13 CHF | 0.14 CHF | 1'009'400 | 1'009'400 | 1'009'400 | 1'009'400 | 122'117 CHF | 132'211 CHF | 100.00% | 100.00% |
04.07.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 1'005'800 | 1'005'800 | 1'005'800 | 1'005'800 | 120'696 CHF | 130'754 CHF | 100.00% | 100.00% |
03.07.2024 | 7.72% | 0.12 CHF | 0.13 CHF | 946'900 | 946'900 | 950'120 | 950'120 | 118'410 CHF | 127'911 CHF | 99.98% | 99.98% |
02.07.2024 | 7.22% | 0.13 CHF | 0.14 CHF | 999'600 | 999'600 | 999'600 | 999'600 | 133'473 CHF | 143'469 CHF | 100.00% | 100.00% |