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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 1'000'000 | 1'000'000 | 993'791 | 993'791 | 927'806 CHF | 937'744 CHF | 100.00% | 100.00% |
24.07.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 1'000'000 | 1'000'000 | 995'746 | 995'746 | 877'628 CHF | 887'585 CHF | 100.00% | 100.00% |
23.07.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 850'223 CHF | 860'223 CHF | 100.00% | 100.00% |
22.07.2024 | 1.14% | 0.86 CHF | 0.87 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 870'800 CHF | 880'800 CHF | 100.00% | 100.00% |
19.07.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 908'893 CHF | 918'893 CHF | 100.00% | 100.00% |
18.07.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 1'000'000 | 1'000'000 | 993'634 | 993'634 | 860'377 CHF | 870'314 CHF | 100.00% | 100.00% |
17.07.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 869'740 CHF | 879'740 CHF | 99.75% | 99.75% |
16.07.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 1'000'000 | 1'000'000 | 997'937 | 997'937 | 838'940 CHF | 848'919 CHF | 100.00% | 100.00% |
15.07.2024 | 1.24% | 0.82 CHF | 0.83 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 799'815 CHF | 809'815 CHF | 100.00% | 100.00% |
12.07.2024 | 1.23% | 0.78 CHF | 0.79 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 805'088 CHF | 815'088 CHF | 100.00% | 100.00% |