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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.43% | 2.28 CHF | 2.29 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'295'040 CHF | 2'305'040 CHF | 100.00% | 100.00% |
12.07.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'316'040 CHF | 2'326'040 CHF | 99.84% | 99.84% |
11.07.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'337'400 CHF | 2'347'400 CHF | 71.50% | 71.50% |
10.07.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'382'400 CHF | 2'392'400 CHF | 99.38% | 99.38% |
09.07.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 1'000'000 | 1'000'000 | 998'800 | 998'800 | 2'382'410 CHF | 2'392'410 CHF | 100.00% | 100.00% |
08.07.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'363'730 CHF | 2'373'730 CHF | 100.00% | 100.00% |
05.07.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'381'830 CHF | 2'391'830 CHF | 99.55% | 99.55% |
04.07.2024 | 0.41% | 2.40 CHF | 2.41 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'410'340 CHF | 2'420'340 CHF | 100.00% | 100.00% |
03.07.2024 | 0.41% | 2.40 CHF | 2.41 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'442'070 CHF | 2'452'070 CHF | 99.77% | 99.77% |
02.07.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'487'530 CHF | 2'497'530 CHF | 99.96% | 99.96% |