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 | 0,86% | 1,14 CHF | 1,15 CHF | 3 000 000 | 3 000 000 | 3 000 000 | 3 000 000 | 3 458 320 CHF | 3 488 320 CHF | 99,99% | 99,99% |
15/07/2024 | 0,90% | 1,12 CHF | 1,13 CHF | 3 000 000 | 3 000 000 | 3 000 000 | 3 000 000 | 3 330 180 CHF | 3 360 180 CHF | 99,10% | 99,10% |
12/07/2024 | 0,88% | 1,08 CHF | 1,09 CHF | 3 000 000 | 3 000 000 | 3 000 000 | 3 000 000 | 3 375 440 CHF | 3 405 440 CHF | 95,40% | 95,40% |
11/07/2024 | 0,94% | 1,13 CHF | 1,14 CHF | 3 000 000 | 3 000 000 | 2 946 210 | 2 946 210 | 3 413 650 CHF | 3 443 430 CHF | 99,67% | 99,67% |
10/07/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 3 000 000 | 3 000 000 | 3 000 000 | 3 000 000 | 3 567 460 CHF | 3 597 460 CHF | 100,00% | 100,00% |
09/07/2024 | 0,84% | 1,22 CHF | 1,23 CHF | 3 000 000 | 3 000 000 | 3 000 000 | 3 000 000 | 3 553 900 CHF | 3 583 900 CHF | 100,00% | 100,00% |
08/07/2024 | 0,88% | 1,15 CHF | 1,16 CHF | 3 000 000 | 3 000 000 | 3 000 000 | 3 000 000 | 3 413 390 CHF | 3 443 390 CHF | 100,00% | 100,00% |
05/07/2024 | 0,88% | 1,16 CHF | 1,17 CHF | 3 000 000 | 3 000 000 | 3 000 000 | 3 000 000 | 3 393 380 CHF | 3 423 380 CHF | 99,82% | 99,82% |
04/07/2024 | 0,85% | 1,16 CHF | 1,17 CHF | 3 000 000 | 3 000 000 | 3 000 000 | 3 000 000 | 3 496 040 CHF | 3 526 040 CHF | 99,94% | 99,94% |
03/07/2024 | 0,83% | 1,18 CHF | 1,19 CHF | 3 000 000 | 3 000 000 | 3 000 000 | 3 000 000 | 3 586 470 CHF | 3 616 470 CHF | 99,98% | 99,98% |