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 | 1,00% | 0,98 CHF | 0,99 CHF | 1 000 000 | 1 000 000 | 999 279 | 999 279 | 990 961 CHF | 1 000 950 CHF | 100,00% | 100,00% |
15/07/2024 | 1,01% | 0,97 CHF | 0,98 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 990 021 CHF | 1 000 020 CHF | 100,00% | 100,00% |
12/07/2024 | 0,98% | 0,99 CHF | 1,00 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 020 310 CHF | 1 030 310 CHF | 100,00% | 100,00% |
11/07/2024 | 1,00% | 1,01 CHF | 1,02 CHF | 1 000 000 | 1 000 000 | 998 121 | 998 121 | 996 757 CHF | 1 006 740 CHF | 100,00% | 100,00% |
10/07/2024 | 0,97% | 1,03 CHF | 1,04 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 030 310 CHF | 1 040 310 CHF | 100,00% | 100,00% |
09/07/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 032 700 CHF | 1 042 700 CHF | 100,00% | 100,00% |
08/07/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 043 490 CHF | 1 053 490 CHF | 100,00% | 100,00% |
05/07/2024 | 0,93% | 1,06 CHF | 1,07 CHF | 1 000 000 | 1 000 000 | 997 790 | 997 790 | 1 066 240 CHF | 1 076 220 CHF | 100,00% | 100,00% |
04/07/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 070 000 CHF | 1 080 000 CHF | 97,65% | 97,65% |
03/07/2024 | 0,91% | 1,08 CHF | 1,09 CHF | 1 000 000 | 1 000 000 | 997 882 | 997 882 | 1 090 950 CHF | 1 100 930 CHF | 98,96% | 98,96% |