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 | 0,99% | 1,02 CHF | 1,03 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 007 020 CHF | 1 017 020 CHF | 99,85% | 99,85% |
15/07/2024 | 1,00% | 0,98 CHF | 0,99 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 992 620 CHF | 1 002 620 CHF | 100,00% | 100,00% |
12/07/2024 | 0,98% | 1,00 CHF | 1,01 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 011 590 CHF | 1 021 590 CHF | 99,85% | 99,85% |
11/07/2024 | 0,96% | 1,02 CHF | 1,03 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 032 480 CHF | 1 042 480 CHF | 71,51% | 71,51% |
10/07/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 075 770 CHF | 1 085 770 CHF | 99,38% | 99,38% |
09/07/2024 | 0,93% | 1,09 CHF | 1,10 CHF | 1 000 000 | 1 000 000 | 998 823 | 998 823 | 1 076 290 CHF | 1 086 290 CHF | 100,00% | 100,00% |
08/07/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 061 650 CHF | 1 071 650 CHF | 100,00% | 100,00% |
05/07/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 075 350 CHF | 1 085 350 CHF | 99,56% | 99,56% |
04/07/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 100 710 CHF | 1 110 710 CHF | 100,00% | 100,00% |
03/07/2024 | 0,88% | 1,10 CHF | 1,11 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 130 270 CHF | 1 140 270 CHF | 99,77% | 99,77% |