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 | 0.48% | 2.02 CHF | 2.03 CHF | 1'326'700 | 1'326'700 | 1'326'700 | 1'326'700 | 2'756'390 CHF | 2'769'660 CHF | 99.10% | 99.10% |
12.07.2024 | 0.49% | 2.20 CHF | 2.21 CHF | 1'461'300 | 1'461'300 | 1'461'300 | 1'461'300 | 2'962'550 CHF | 2'977'170 CHF | 95.39% | 95.39% |
11.07.2024 | 0.58% | 1.97 CHF | 1.98 CHF | 1'550'100 | 1'550'100 | 1'522'270 | 1'522'270 | 2'865'460 CHF | 2'880'840 CHF | 99.66% | 99.66% |
10.07.2024 | 0.57% | 1.82 CHF | 1.83 CHF | 1'678'100 | 1'678'100 | 1'678'100 | 1'678'100 | 2'950'740 CHF | 2'967'520 CHF | 100.00% | 100.00% |
09.07.2024 | 0.56% | 1.66 CHF | 1.67 CHF | 1'480'900 | 1'480'900 | 1'480'900 | 1'480'900 | 2'659'610 CHF | 2'674'420 CHF | 100.00% | 100.00% |
08.07.2024 | 0.50% | 1.92 CHF | 1.93 CHF | 1'473'600 | 1'473'600 | 1'473'600 | 1'473'600 | 2'922'130 CHF | 2'936'860 CHF | 100.00% | 100.00% |
05.07.2024 | 0.49% | 1.91 CHF | 1.92 CHF | 1'490'000 | 1'490'000 | 1'490'000 | 1'490'000 | 3'012'020 CHF | 3'026'920 CHF | 99.80% | 99.80% |
04.07.2024 | 0.53% | 1.91 CHF | 1.92 CHF | 1'543'500 | 1'543'500 | 1'543'500 | 1'543'500 | 2'906'950 CHF | 2'922'380 CHF | 99.93% | 99.93% |
03.07.2024 | 0.56% | 1.83 CHF | 1.84 CHF | 1'701'000 | 1'701'000 | 1'701'000 | 1'701'000 | 3'016'030 CHF | 3'033'040 CHF | 100.00% | 100.00% |
02.07.2024 | 0.63% | 1.62 CHF | 1.63 CHF | 1'592'500 | 1'592'500 | 1'592'500 | 1'592'500 | 2'524'280 CHF | 2'540'200 CHF | 99.99% | 99.99% |