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 | 0.97% | 1.02 CHF | 1.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'030'800 CHF | 1'040'800 CHF | 100.00% | 100.00% |
12.07.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'050'300 CHF | 1'060'300 CHF | 99.85% | 99.85% |
11.07.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'071'580 CHF | 1'081'580 CHF | 71.51% | 71.51% |
10.07.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'114'090 CHF | 1'124'090 CHF | 99.38% | 99.38% |
09.07.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 1'000'000 | 1'000'000 | 998'814 | 998'814 | 1'114'900 CHF | 1'124'900 CHF | 100.00% | 100.00% |
08.07.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'099'860 CHF | 1'109'860 CHF | 99.99% | 99.99% |
05.07.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'114'000 CHF | 1'124'000 CHF | 99.56% | 99.56% |
04.07.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'140'300 CHF | 1'150'300 CHF | 100.00% | 100.00% |
03.07.2024 | 0.85% | 1.13 CHF | 1.14 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'169'280 CHF | 1'179'280 CHF | 99.77% | 99.77% |
02.07.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'213'800 CHF | 1'223'800 CHF | 99.97% | 99.97% |