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 | 1.00% | 0.98 CHF | 0.99 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 992'620 CHF | 1'002'620 CHF | 100.00% | 100.00% |
12.07.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'011'590 CHF | 1'021'590 CHF | 99.85% | 99.85% |
11.07.2024 | 0.96% | 1.02 CHF | 1.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'032'480 CHF | 1'042'480 CHF | 71.51% | 71.51% |
10.07.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'075'770 CHF | 1'085'770 CHF | 99.38% | 99.38% |
09.07.2024 | 0.93% | 1.09 CHF | 1.10 CHF | 1'000'000 | 1'000'000 | 998'823 | 998'823 | 1'076'290 CHF | 1'086'290 CHF | 100.00% | 100.00% |
08.07.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'061'650 CHF | 1'071'650 CHF | 100.00% | 100.00% |
05.07.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'075'350 CHF | 1'085'350 CHF | 99.56% | 99.56% |
04.07.2024 | 0.90% | 1.09 CHF | 1.10 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'100'710 CHF | 1'110'710 CHF | 100.00% | 100.00% |
03.07.2024 | 0.88% | 1.10 CHF | 1.11 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'130'270 CHF | 1'140'270 CHF | 99.77% | 99.77% |
02.07.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'174'980 CHF | 1'184'980 CHF | 99.95% | 99.95% |