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 | 1.18% | 0.85 CHF | 0.86 CHF | 1'918'900 | 1'918'900 | 1'918'900 | 1'918'900 | 1'619'560 CHF | 1'638'740 CHF | 100.00% | 100.00% |
24.07.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 1'923'000 | 1'923'000 | 1'923'000 | 1'923'000 | 1'612'310 CHF | 1'631'540 CHF | 99.80% | 99.80% |
23.07.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 1'960'600 | 1'960'600 | 1'960'600 | 1'960'600 | 1'627'040 CHF | 1'646'640 CHF | 100.00% | 100.00% |
22.07.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 1'943'000 | 1'943'000 | 1'943'000 | 1'943'000 | 1'603'350 CHF | 1'622'780 CHF | 100.00% | 100.00% |
19.07.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 1'888'400 | 1'888'400 | 1'888'400 | 1'888'400 | 1'579'130 CHF | 1'598'020 CHF | 100.00% | 100.00% |
18.07.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 1'902'400 | 1'902'400 | 1'902'400 | 1'902'400 | 1'604'270 CHF | 1'623'290 CHF | 100.00% | 100.00% |
17.07.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 1'913'500 | 1'913'500 | 1'904'230 | 1'904'230 | 1'618'810 CHF | 1'637'940 CHF | 100.00% | 100.00% |
16.07.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 1'956'000 | 1'956'000 | 1'955'450 | 1'955'450 | 1'661'010 CHF | 1'680'570 CHF | 100.00% | 100.00% |
15.07.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 1'979'900 | 1'979'900 | 1'979'900 | 1'979'900 | 1'629'610 CHF | 1'649'410 CHF | 99.99% | 99.99% |
12.07.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 1'945'200 | 1'945'200 | 1'945'200 | 1'945'200 | 1'577'980 CHF | 1'597'440 CHF | 100.00% | 100.00% |