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 | 0.90% | 1.12 CHF | 1.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 3'330'180 CHF | 3'360'180 CHF | 99.10% | 99.10% |
12.07.2024 | 0.88% | 1.08 CHF | 1.09 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 3'375'440 CHF | 3'405'440 CHF | 95.40% | 95.40% |
11.07.2024 | 0.94% | 1.13 CHF | 1.14 CHF | 3'000'000 | 3'000'000 | 2'946'210 | 2'946'210 | 3'413'650 CHF | 3'443'430 CHF | 99.67% | 99.67% |
10.07.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 3'567'460 CHF | 3'597'460 CHF | 100.00% | 100.00% |
09.07.2024 | 0.84% | 1.22 CHF | 1.23 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 3'553'900 CHF | 3'583'900 CHF | 100.00% | 100.00% |
08.07.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 3'413'390 CHF | 3'443'390 CHF | 100.00% | 100.00% |
05.07.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 3'393'380 CHF | 3'423'380 CHF | 99.82% | 99.82% |
04.07.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 3'496'040 CHF | 3'526'040 CHF | 99.94% | 99.94% |
03.07.2024 | 0.83% | 1.18 CHF | 1.19 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 3'586'470 CHF | 3'616'470 CHF | 99.98% | 99.98% |
02.07.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 3'741'330 CHF | 3'771'330 CHF | 100.00% | 100.00% |