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 | 5.61% | 0.09 CHF | 0.09 CHF | 2'605'700 | 2'605'700 | 2'605'700 | 2'605'700 | 225'901 CHF | 238'930 CHF | 99.10% | 99.10% |
12.07.2024 | 5.70% | 0.09 CHF | 0.09 CHF | 2'457'100 | 2'457'100 | 2'457'100 | 2'457'100 | 209'557 CHF | 221'842 CHF | 100.00% | 100.00% |
11.07.2024 | 5.63% | 0.09 CHF | 0.09 CHF | 2'452'800 | 2'452'800 | 2'452'800 | 2'452'800 | 211'803 CHF | 224'067 CHF | 100.00% | 100.00% |
10.07.2024 | 5.32% | 0.09 CHF | 0.10 CHF | 2'207'900 | 2'207'900 | 2'207'900 | 2'207'900 | 202'171 CHF | 213'210 CHF | 100.00% | 100.00% |
09.07.2024 | 5.08% | 0.10 CHF | 0.11 CHF | 2'428'600 | 2'428'600 | 2'428'600 | 2'428'600 | 233'296 CHF | 245'439 CHF | 100.00% | 100.00% |
08.07.2024 | 5.82% | 0.09 CHF | 0.10 CHF | 2'449'600 | 2'449'600 | 2'449'600 | 2'449'600 | 204'428 CHF | 216'676 CHF | 100.00% | 100.00% |
05.07.2024 | 5.57% | 0.09 CHF | 0.10 CHF | 2'591'000 | 2'591'000 | 2'591'000 | 2'591'000 | 226'424 CHF | 239'379 CHF | 100.00% | 100.00% |
04.07.2024 | 5.72% | 0.09 CHF | 0.09 CHF | 2'288'500 | 2'288'500 | 2'288'500 | 2'288'500 | 194'472 CHF | 205'914 CHF | 100.00% | 100.00% |
03.07.2024 | 5.21% | 0.10 CHF | 0.10 CHF | 1'950'800 | 1'950'800 | 1'950'800 | 1'950'800 | 182'600 CHF | 192'354 CHF | 100.00% | 100.00% |
02.07.2024 | 4.53% | 0.11 CHF | 0.11 CHF | 2'161'900 | 2'161'900 | 2'161'900 | 2'161'900 | 233'393 CHF | 244'203 CHF | 100.00% | 100.00% |