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 | 8.20% | 0.11 CHF | 0.12 CHF | 1'018'800 | 1'018'800 | 1'005'390 | 1'005'390 | 117'732 CHF | 127'786 CHF | 100.00% | 100.00% |
12.07.2024 | 7.56% | 0.14 CHF | 0.14 CHF | 1'067'900 | 1'067'900 | 1'066'640 | 1'066'640 | 135'846 CHF | 146'512 CHF | 100.00% | 100.00% |
11.07.2024 | 8.08% | 0.12 CHF | 0.13 CHF | 1'243'400 | 1'243'400 | 1'228'760 | 1'228'760 | 146'025 CHF | 158'313 CHF | 99.99% | 99.99% |
10.07.2024 | 10.46% | 0.10 CHF | 0.11 CHF | 1'500'600 | 1'500'600 | 1'536'190 | 1'536'190 | 139'650 CHF | 155'012 CHF | 100.00% | 100.00% |
09.07.2024 | 10.48% | 0.09 CHF | 0.10 CHF | 1'238'200 | 1'238'200 | 1'233'080 | 1'233'080 | 111'758 CHF | 124'089 CHF | 99.74% | 99.74% |
08.07.2024 | 8.60% | 0.11 CHF | 0.12 CHF | 1'168'500 | 1'168'500 | 1'166'490 | 1'166'490 | 129'838 CHF | 141'503 CHF | 99.30% | 99.30% |
05.07.2024 | 8.08% | 0.11 CHF | 0.12 CHF | 1'155'000 | 1'155'000 | 1'151'270 | 1'151'270 | 137'098 CHF | 148'611 CHF | 100.00% | 100.00% |
04.07.2024 | 8.68% | 0.11 CHF | 0.12 CHF | 1'147'900 | 1'147'900 | 1'143'380 | 1'143'380 | 126'118 CHF | 137'551 CHF | 99.64% | 99.64% |
03.07.2024 | 8.82% | 0.12 CHF | 0.13 CHF | 1'260'300 | 1'260'300 | 1'263'970 | 1'263'970 | 137'208 CHF | 149'847 CHF | 100.00% | 100.00% |
02.07.2024 | 10.19% | 0.10 CHF | 0.11 CHF | 1'181'300 | 1'181'300 | 1'183'720 | 1'183'720 | 111'178 CHF | 123'015 CHF | 99.38% | 99.38% |