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 | 0.56% | 1.77 CHF | 1.78 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 1'768'680 CHF | 266'802 CHF | 99.27% | 99.27% |
12.07.2024 | 0.58% | 1.77 CHF | 1.78 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 1'715'330 CHF | 258'799 CHF | 99.27% | 99.27% |
11.07.2024 | 0.60% | 1.69 CHF | 1.70 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 1'673'680 CHF | 252'552 CHF | 99.27% | 99.27% |
10.07.2024 | 0.61% | 1.61 CHF | 1.62 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 1'630'560 CHF | 246'084 CHF | 99.27% | 99.27% |
09.07.2024 | 0.61% | 1.61 CHF | 1.62 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 1'630'710 CHF | 246'106 CHF | 99.27% | 99.27% |
08.07.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 1'665'210 CHF | 251'281 CHF | 99.21% | 99.21% |
05.07.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 1'674'360 CHF | 252'654 CHF | 99.27% | 99.27% |
04.07.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 1'632'480 CHF | 246'372 CHF | 99.27% | 99.27% |
03.07.2024 | 0.64% | 1.58 CHF | 1.59 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 1'568'890 CHF | 236'834 CHF | 99.27% | 99.27% |
02.07.2024 | 0.70% | 1.45 CHF | 1.46 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 1'432'490 CHF | 216'373 CHF | 99.27% | 99.27% |