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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 1'756'500 | 1'756'500 | 1'756'500 | 1'756'500 | 1'301'960 CHF | 1'319'520 CHF | 100.00% | 100.00% |
24.07.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 1'761'300 | 1'761'300 | 1'761'300 | 1'761'300 | 1'291'760 CHF | 1'309'370 CHF | 99.82% | 99.82% |
23.07.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 1'805'600 | 1'805'600 | 1'805'600 | 1'805'600 | 1'307'690 CHF | 1'325'740 CHF | 100.00% | 100.00% |
22.07.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 1'784'600 | 1'784'600 | 1'784'600 | 1'784'600 | 1'283'930 CHF | 1'301'780 CHF | 100.00% | 100.00% |
19.07.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 1'720'200 | 1'720'200 | 1'720'200 | 1'720'200 | 1'255'720 CHF | 1'272'920 CHF | 100.00% | 100.00% |
18.07.2024 | 1.35% | 0.75 CHF | 0.76 CHF | 1'736'500 | 1'736'500 | 1'736'500 | 1'736'500 | 1'281'080 CHF | 1'298'440 CHF | 100.00% | 100.00% |
17.07.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 1'749'500 | 1'749'500 | 1'744'120 | 1'744'120 | 1'298'790 CHF | 1'316'290 CHF | 100.00% | 100.00% |
16.07.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 1'799'400 | 1'799'400 | 1'798'880 | 1'798'880 | 1'334'320 CHF | 1'352'310 CHF | 100.00% | 100.00% |
15.07.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 1'827'600 | 1'827'600 | 1'827'600 | 1'827'600 | 1'307'000 CHF | 1'325'280 CHF | 100.00% | 100.00% |
12.07.2024 | 1.41% | 0.71 CHF | 0.72 CHF | 1'786'300 | 1'786'300 | 1'786'300 | 1'786'300 | 1'254'570 CHF | 1'272'440 CHF | 100.00% | 100.00% |