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 | 0,65% | 1,54 CHF | 1,55 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 1 522 480 CHF | 766 241 CHF | 99,27% | 99,27% |
15/07/2024 | 0,63% | 1,55 CHF | 1,56 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 1 572 920 CHF | 791 462 CHF | 99,27% | 99,27% |
12/07/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 1 551 650 CHF | 780 826 CHF | 99,27% | 99,27% |
11/07/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 1 514 730 CHF | 762 364 CHF | 99,26% | 99,26% |
10/07/2024 | 0,69% | 1,47 CHF | 1,48 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 1 435 740 CHF | 722 869 CHF | 99,27% | 99,27% |
09/07/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 1 392 310 CHF | 701 156 CHF | 99,27% | 99,27% |
08/07/2024 | 0,69% | 1,44 CHF | 1,45 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 1 446 150 CHF | 728 073 CHF | 99,24% | 99,24% |
05/07/2024 | 0,69% | 1,42 CHF | 1,43 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 1 437 530 CHF | 723 766 CHF | 99,27% | 99,27% |
04/07/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 1 465 230 CHF | 737 613 CHF | 99,27% | 99,27% |
03/07/2024 | 0,71% | 1,45 CHF | 1,46 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 1 413 440 CHF | 711 722 CHF | 99,27% | 99,27% |