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 | 1.01% | 0.97 CHF | 0.98 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 990'021 CHF | 1'000'020 CHF | 100.00% | 100.00% |
12.07.2024 | 0.98% | 0.99 CHF | 1.00 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'020'310 CHF | 1'030'310 CHF | 100.00% | 100.00% |
11.07.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 1'000'000 | 1'000'000 | 998'121 | 998'121 | 996'757 CHF | 1'006'740 CHF | 100.00% | 100.00% |
10.07.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'030'310 CHF | 1'040'310 CHF | 100.00% | 100.00% |
09.07.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'032'700 CHF | 1'042'700 CHF | 100.00% | 100.00% |
08.07.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'043'490 CHF | 1'053'490 CHF | 100.00% | 100.00% |
05.07.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 1'000'000 | 1'000'000 | 997'790 | 997'790 | 1'066'240 CHF | 1'076'220 CHF | 100.00% | 100.00% |
04.07.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'070'000 CHF | 1'080'000 CHF | 97.65% | 97.65% |
03.07.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 1'000'000 | 1'000'000 | 997'882 | 997'882 | 1'090'950 CHF | 1'100'930 CHF | 98.96% | 98.96% |
02.07.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 1'000'000 | 1'000'000 | 999'371 | 999'371 | 1'137'020 CHF | 1'147'010 CHF | 100.00% | 100.00% |