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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.60% | 1.80 CHF | 1.81 CHF | 1'388'100 | 1'388'100 | 1'388'100 | 1'388'100 | 2'318'640 CHF | 2'332'520 CHF | 100.00% | 100.00% |
11.07.2024 | 0.51% | 1.80 CHF | 1.81 CHF | 1'163'400 | 1'163'400 | 1'163'400 | 1'163'400 | 2'299'510 CHF | 2'311'140 CHF | 99.97% | 99.97% |
10.07.2024 | 0.52% | 1.89 CHF | 1.90 CHF | 1'249'800 | 1'249'800 | 1'249'800 | 1'249'800 | 2'375'980 CHF | 2'388'480 CHF | 100.00% | 100.00% |
09.07.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 1'254'100 | 1'254'100 | 1'252'710 | 1'252'710 | 2'373'590 CHF | 2'386'130 CHF | 100.00% | 100.00% |
08.07.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 1'270'300 | 1'270'300 | 1'270'300 | 1'270'300 | 2'297'290 CHF | 2'309'990 CHF | 99.99% | 99.99% |
05.07.2024 | 0.58% | 1.78 CHF | 1.79 CHF | 1'358'000 | 1'358'000 | 1'357'830 | 1'357'830 | 2'316'430 CHF | 2'330'010 CHF | 99.75% | 99.75% |
04.07.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 679'000 | 679'000 | 1'209'590 | 1'209'590 | 2'028'970 CHF | 2'041'070 CHF | 100.00% | 100.00% |
03.07.2024 | 0.63% | 1.64 CHF | 1.65 CHF | 1'439'600 | 1'439'600 | 1'439'600 | 1'439'600 | 2'292'130 CHF | 2'306'520 CHF | 100.00% | 100.00% |
02.07.2024 | 0.70% | 1.51 CHF | 1.52 CHF | 1'538'400 | 1'538'400 | 1'538'400 | 1'538'400 | 2'199'140 CHF | 2'214'530 CHF | 100.00% | 100.00% |
01.07.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 1'603'400 | 1'603'400 | 1'603'400 | 1'603'400 | 2'258'690 CHF | 2'274'720 CHF | 100.00% | 100.00% |