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 | 1.13% | 0.89 CHF | 0.90 CHF | 1'140'700 | 1'140'700 | 1'149'960 | 1'149'960 | 1'008'000 CHF | 1'019'500 CHF | 100.00% | 100.00% |
12.07.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 1'156'500 | 1'156'500 | 1'174'150 | 1'174'150 | 1'012'380 CHF | 1'024'120 CHF | 99.85% | 99.85% |
11.07.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 1'186'000 | 1'186'000 | 1'198'720 | 1'198'720 | 1'013'890 CHF | 1'025'880 CHF | 71.50% | 71.50% |
10.07.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 1'215'000 | 1'215'000 | 1'221'790 | 1'221'790 | 996'055 CHF | 1'008'270 CHF | 99.38% | 99.38% |
09.07.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 1'226'500 | 1'226'500 | 1'214'960 | 1'214'960 | 987'737 CHF | 999'900 CHF | 100.00% | 100.00% |
08.07.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 1'209'600 | 1'209'600 | 1'214'990 | 1'214'990 | 1'002'870 CHF | 1'015'020 CHF | 100.00% | 100.00% |
05.07.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 1'219'000 | 1'219'000 | 1'231'360 | 1'231'360 | 1'008'920 CHF | 1'021'230 CHF | 100.00% | 100.00% |
04.07.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 1'239'700 | 1'239'700 | 1'264'010 | 1'264'010 | 1'012'590 CHF | 1'025'230 CHF | 100.00% | 100.00% |
03.07.2024 | 1.27% | 0.81 CHF | 0.82 CHF | 1'280'500 | 1'280'500 | 1'301'790 | 1'301'790 | 1'020'820 CHF | 1'033'830 CHF | 100.00% | 100.00% |
02.07.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 1'316'300 | 1'316'300 | 1'299'310 | 1'299'310 | 977'842 CHF | 990'835 CHF | 99.96% | 99.96% |