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 | - | 0.27 CHF | - CHF | 244'300 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.92% |
12.07.2024 | - | 0.24 CHF | - CHF | 274'200 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11.07.2024 | 6.18% | 0.22 CHF | 0.23 CHF | 287'000 | 287'000 | 100'254 | 100'254 | 20'842 CHF | 21'964 CHF | 100.00% | 100.00% |
10.07.2024 | 6.98% | 0.19 CHF | 0.20 CHF | 329'300 | 329'300 | 114'650 | 114'650 | 20'425 CHF | 21'705 CHF | 99.90% | 99.90% |
09.07.2024 | 7.32% | 0.18 CHF | 0.19 CHF | 345'700 | 345'700 | 119'892 | 119'892 | 20'138 CHF | 21'476 CHF | 100.00% | 100.00% |
08.07.2024 | 7.40% | 0.18 CHF | 0.19 CHF | 351'100 | 351'100 | 121'696 | 121'696 | 20'903 CHF | 22'263 CHF | 99.89% | 99.89% |
05.07.2024 | 7.19% | 0.17 CHF | 0.18 CHF | 340'800 | 340'800 | 118'072 | 118'072 | 19'623 CHF | 20'941 CHF | 99.70% | 99.70% |
04.07.2024 | 6.79% | 0.18 CHF | 0.19 CHF | 67'400 | 67'400 | 58'473 | 58'473 | 10'521 CHF | 11'240 CHF | 98.88% | 98.88% |
03.07.2024 | 6.37% | 0.17 CHF | 0.18 CHF | 299'700 | 299'700 | 102'574 | 102'574 | 19'093 CHF | 20'237 CHF | 100.00% | 100.00% |
02.07.2024 | 6.59% | 0.20 CHF | 0.21 CHF | 307'600 | 307'600 | 105'341 | 105'341 | 20'144 CHF | 21'323 CHF | 100.00% | 100.00% |