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 | 0.63% | 1.55 CHF | 1.56 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'572'920 CHF | 791'462 CHF | 99.27% | 99.27% |
12.07.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'551'650 CHF | 780'826 CHF | 99.27% | 99.27% |
11.07.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'514'730 CHF | 762'364 CHF | 99.26% | 99.26% |
10.07.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'435'740 CHF | 722'869 CHF | 99.27% | 99.27% |
09.07.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'392'310 CHF | 701'156 CHF | 99.27% | 99.27% |
08.07.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'446'150 CHF | 728'073 CHF | 99.24% | 99.24% |
05.07.2024 | 0.69% | 1.42 CHF | 1.43 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'437'530 CHF | 723'766 CHF | 99.27% | 99.27% |
04.07.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'465'230 CHF | 737'613 CHF | 99.27% | 99.27% |
03.07.2024 | 0.71% | 1.45 CHF | 1.46 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'413'440 CHF | 711'722 CHF | 99.27% | 99.27% |
02.07.2024 | 0.75% | 1.36 CHF | 1.37 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'327'050 CHF | 668'524 CHF | 99.27% | 99.27% |