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 | 0.86% | 1.16 CHF | 1.17 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'159'880 CHF | 1'169'880 CHF | 100.00% | 100.00% |
12.07.2024 | 0.83% | 1.15 CHF | 1.16 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'199'630 CHF | 1'209'630 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 1.19 CHF | 1.20 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'269'560 CHF | 1'279'560 CHF | 71.58% | 71.58% |
10.07.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'334'350 CHF | 1'344'350 CHF | 100.00% | 100.00% |
09.07.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'312'560 CHF | 1'322'560 CHF | 100.00% | 100.00% |
08.07.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'298'880 CHF | 1'308'880 CHF | 100.00% | 100.00% |
05.07.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'299'680 CHF | 1'309'680 CHF | 100.00% | 100.00% |
04.07.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'317'480 CHF | 1'327'480 CHF | 100.00% | 100.00% |
03.07.2024 | 0.74% | 1.32 CHF | 1.33 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'348'540 CHF | 1'358'540 CHF | 99.99% | 99.99% |
02.07.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'341'980 CHF | 1'351'980 CHF | 100.00% | 100.00% |