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 | 1.37% | 0.72 CHF | 0.73 CHF | 2'642'600 | 2'642'600 | 2'642'600 | 2'642'600 | 1'913'710 CHF | 1'940'140 CHF | 99.95% | 99.95% |
24.07.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 2'724'700 | 2'724'700 | 2'724'700 | 2'724'700 | 1'884'250 CHF | 1'911'500 CHF | 99.82% | 99.82% |
23.07.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 2'744'800 | 2'744'800 | 2'744'800 | 2'744'800 | 1'847'400 CHF | 1'874'840 CHF | 100.00% | 100.00% |
22.07.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 2'607'900 | 2'607'900 | 2'607'900 | 2'607'900 | 1'760'940 CHF | 1'787'020 CHF | 99.99% | 99.99% |
19.07.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 2'687'600 | 2'687'600 | 2'687'600 | 2'687'600 | 1'867'080 CHF | 1'893'960 CHF | 99.99% | 99.99% |
18.07.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 2'782'500 | 2'782'500 | 2'782'500 | 2'782'500 | 1'882'030 CHF | 1'909'860 CHF | 100.00% | 100.00% |
17.07.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 2'700'400 | 2'700'400 | 2'691'080 | 2'691'080 | 1'806'430 CHF | 1'833'440 CHF | 100.00% | 100.00% |
16.07.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 2'721'500 | 2'721'500 | 2'720'910 | 2'720'910 | 1'872'900 CHF | 1'900'120 CHF | 100.00% | 100.00% |
15.07.2024 | 1.51% | 0.67 CHF | 0.68 CHF | 2'816'700 | 2'816'700 | 2'816'700 | 2'816'700 | 1'852'790 CHF | 1'880'960 CHF | 100.00% | 100.00% |
12.07.2024 | 1.49% | 0.66 CHF | 0.67 CHF | 2'692'400 | 2'692'400 | 2'692'400 | 2'692'400 | 1'791'760 CHF | 1'818'690 CHF | 100.00% | 100.00% |