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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/07/2024 | 1,20% | 0,84 CHF | 0,85 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 826 156 CHF | 836 156 CHF | 99,85% | 99,85% |
15/07/2024 | 1,23% | 0,80 CHF | 0,81 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 809 688 CHF | 819 688 CHF | 100,00% | 100,00% |
12/07/2024 | 1,20% | 0,81 CHF | 0,82 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 829 949 CHF | 839 949 CHF | 99,85% | 99,85% |
11/07/2024 | 1,17% | 0,84 CHF | 0,85 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 851 614 CHF | 861 614 CHF | 71,51% | 71,51% |
10/07/2024 | 1,11% | 0,89 CHF | 0,90 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 892 287 CHF | 902 287 CHF | 99,38% | 99,38% |
09/07/2024 | 1,11% | 0,91 CHF | 0,92 CHF | 1 000 000 | 1 000 000 | 998 814 | 998 814 | 894 367 CHF | 904 367 CHF | 100,00% | 100,00% |
08/07/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 877 635 CHF | 887 635 CHF | 100,00% | 100,00% |
05/07/2024 | 1,11% | 0,90 CHF | 0,91 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 893 156 CHF | 903 156 CHF | 99,56% | 99,56% |
04/07/2024 | 1,08% | 0,91 CHF | 0,92 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 919 309 CHF | 929 309 CHF | 100,00% | 100,00% |
03/07/2024 | 1,05% | 0,91 CHF | 0,92 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 947 239 CHF | 957 239 CHF | 99,77% | 99,77% |