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 | 0.65% | 1.53 CHF | 1.54 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'529'240 CHF | 1'539'240 CHF | 100.00% | 100.00% |
12.07.2024 | 0.64% | 1.52 CHF | 1.53 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'568'100 CHF | 1'578'100 CHF | 100.00% | 100.00% |
11.07.2024 | 0.61% | 1.55 CHF | 1.56 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'632'760 CHF | 1'642'760 CHF | 71.57% | 71.57% |
10.07.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'697'580 CHF | 1'707'580 CHF | 100.00% | 100.00% |
09.07.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'675'700 CHF | 1'685'700 CHF | 100.00% | 100.00% |
08.07.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'662'490 CHF | 1'672'490 CHF | 100.00% | 100.00% |
05.07.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'664'820 CHF | 1'674'820 CHF | 99.99% | 99.99% |
04.07.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'682'840 CHF | 1'692'840 CHF | 100.00% | 100.00% |
03.07.2024 | 0.58% | 1.69 CHF | 1.70 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'713'010 CHF | 1'723'010 CHF | 100.00% | 100.00% |
02.07.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'707'510 CHF | 1'717'510 CHF | 100.00% | 100.00% |