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 | 0,54% | 1,85 CHF | 1,86 CHF | 1 000 000 | 1 000 000 | 999 679 | 999 679 | 1 845 460 CHF | 1 855 460 CHF | 100,00% | 100,00% |
15/07/2024 | 0,55% | 1,82 CHF | 1,83 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 819 140 CHF | 1 829 140 CHF | 100,00% | 100,00% |
12/07/2024 | 0,54% | 1,81 CHF | 1,82 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 856 130 CHF | 1 866 130 CHF | 100,00% | 100,00% |
11/07/2024 | 0,52% | 1,84 CHF | 1,85 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 916 570 CHF | 1 926 570 CHF | 71,58% | 71,58% |
10/07/2024 | 0,50% | 1,99 CHF | 2,00 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 981 490 CHF | 1 991 490 CHF | 100,00% | 100,00% |
09/07/2024 | 0,51% | 1,98 CHF | 1,99 CHF | 1 000 000 | 1 000 000 | 999 881 | 999 881 | 1 960 770 CHF | 1 970 770 CHF | 100,00% | 100,00% |
08/07/2024 | 0,51% | 1,94 CHF | 1,95 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 946 610 CHF | 1 956 610 CHF | 100,00% | 100,00% |
05/07/2024 | 0,51% | 1,95 CHF | 1,96 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 950 290 CHF | 1 960 290 CHF | 100,00% | 100,00% |
04/07/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 968 710 CHF | 1 978 710 CHF | 100,00% | 100,00% |
03/07/2024 | 0,50% | 1,97 CHF | 1,98 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 998 190 CHF | 2 008 190 CHF | 100,00% | 100,00% |