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 | 0.77% | 1.27 CHF | 1.28 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'286'160 CHF | 1'296'160 CHF | 100.00% | 100.00% |
12.07.2024 | 0.76% | 1.29 CHF | 1.30 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'308'050 CHF | 1'318'050 CHF | 99.85% | 99.85% |
11.07.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'329'170 CHF | 1'339'170 CHF | 71.50% | 71.50% |
10.07.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'371'960 CHF | 1'381'960 CHF | 99.38% | 99.38% |
09.07.2024 | 0.73% | 1.39 CHF | 1.40 CHF | 1'000'000 | 1'000'000 | 998'827 | 998'827 | 1'372'710 CHF | 1'382'710 CHF | 100.00% | 100.00% |
08.07.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'355'320 CHF | 1'365'320 CHF | 100.00% | 100.00% |
05.07.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'371'960 CHF | 1'381'960 CHF | 99.55% | 99.55% |
04.07.2024 | 0.71% | 1.38 CHF | 1.39 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'399'010 CHF | 1'409'010 CHF | 100.00% | 100.00% |
03.07.2024 | 0.70% | 1.39 CHF | 1.40 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'428'490 CHF | 1'438'490 CHF | 99.77% | 99.77% |
02.07.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'473'180 CHF | 1'483'180 CHF | 99.96% | 99.96% |