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 | 23.98% | 0.04 CHF | 0.05 CHF | 247'800 | 247'800 | 1'607'480 | 1'607'480 | 59'072 CHF | 75'147 CHF | 98.95% | 98.95% |
12.07.2024 | 22.23% | 0.04 CHF | 0.05 CHF | 218'400 | 218'400 | 1'418'160 | 1'418'160 | 56'722 CHF | 70'903 CHF | 98.89% | 98.89% |
11.07.2024 | 22.18% | 0.05 CHF | 0.06 CHF | 242'700 | 242'700 | 1'541'270 | 1'541'270 | 61'674 CHF | 77'087 CHF | 98.93% | 98.93% |
10.07.2024 | 20.37% | 0.04 CHF | 0.05 CHF | 214'600 | 214'600 | 1'424'350 | 1'424'350 | 63'085 CHF | 77'329 CHF | 98.95% | 98.95% |
09.07.2024 | 22.05% | 0.04 CHF | 0.05 CHF | 258'300 | 258'300 | 1'657'130 | 1'657'130 | 66'872 CHF | 83'443 CHF | 98.69% | 98.69% |
08.07.2024 | 22.68% | 0.04 CHF | 0.05 CHF | 228'000 | 228'000 | 1'478'930 | 1'478'930 | 58'092 CHF | 72'881 CHF | 98.20% | 98.20% |
05.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 219'700 | 219'700 | 1'428'290 | 1'428'290 | 57'138 CHF | 71'421 CHF | 98.94% | 98.94% |
04.07.2024 | 21.28% | 0.04 CHF | 0.05 CHF | 214'800 | 214'800 | 1'417'880 | 1'417'880 | 59'823 CHF | 74'002 CHF | 98.53% | 98.53% |
03.07.2024 | 22.23% | 0.05 CHF | 0.06 CHF | 273'700 | 273'700 | 1'741'610 | 1'741'610 | 69'471 CHF | 86'887 CHF | 98.35% | 98.35% |
02.07.2024 | 25.74% | 0.04 CHF | 0.05 CHF | 293'900 | 293'900 | 1'880'790 | 1'880'790 | 64'532 CHF | 83'340 CHF | 98.88% | 98.88% |