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 | 0,87% | 1,16 CHF | 1,17 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 148 090 CHF | 1 158 090 CHF | 99,85% | 99,85% |
15/07/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 133 620 CHF | 1 143 620 CHF | 100,00% | 100,00% |
12/07/2024 | 0,86% | 1,14 CHF | 1,15 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 153 180 CHF | 1 163 180 CHF | 99,84% | 99,84% |
11/07/2024 | 0,85% | 1,16 CHF | 1,17 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 175 070 CHF | 1 185 070 CHF | 71,50% | 71,50% |
10/07/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 218 760 CHF | 1 228 760 CHF | 99,38% | 99,38% |
09/07/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 1 000 000 | 1 000 000 | 998 817 | 998 817 | 1 217 940 CHF | 1 227 940 CHF | 100,00% | 100,00% |
08/07/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 202 790 CHF | 1 212 790 CHF | 100,00% | 100,00% |
05/07/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 217 500 CHF | 1 227 500 CHF | 99,56% | 99,56% |
04/07/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 244 210 CHF | 1 254 210 CHF | 100,00% | 100,00% |
03/07/2024 | 0,78% | 1,24 CHF | 1,25 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 273 120 CHF | 1 283 120 CHF | 99,77% | 99,77% |