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 | 1.61% | 0.67 CHF | 0.68 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'850'120 CHF | 1'880'120 CHF | 100.00% | 100.00% |
11.07.2024 | 1.36% | 0.66 CHF | 0.67 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 2'196'020 CHF | 2'226'020 CHF | 100.00% | 100.00% |
10.07.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 2'113'090 CHF | 2'143'090 CHF | 100.00% | 100.00% |
09.07.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 3'000'000 | 3'000'000 | 2'996'680 | 2'996'680 | 2'102'290 CHF | 2'132'290 CHF | 100.00% | 100.00% |
08.07.2024 | 1.48% | 0.68 CHF | 0.69 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 2'010'910 CHF | 2'040'910 CHF | 100.00% | 100.00% |
05.07.2024 | 1.57% | 0.66 CHF | 0.67 CHF | 3'000'000 | 3'000'000 | 2'999'640 | 2'999'640 | 1'895'230 CHF | 1'925'230 CHF | 99.75% | 99.75% |
04.07.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 1'848'500 | 1'848'500 | 2'748'310 | 2'748'310 | 1'700'940 CHF | 1'728'420 CHF | 100.00% | 100.00% |
03.07.2024 | 1.69% | 0.61 CHF | 0.62 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'763'350 CHF | 1'793'350 CHF | 100.00% | 100.00% |
02.07.2024 | 1.89% | 0.56 CHF | 0.57 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'576'780 CHF | 1'606'780 CHF | 100.00% | 100.00% |
01.07.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'552'270 CHF | 1'582'270 CHF | 100.00% | 100.00% |