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 | 0.52% | 1.91 CHF | 1.92 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'924'750 CHF | 1'934'750 CHF | 100.00% | 100.00% |
12.07.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'946'380 CHF | 1'956'380 CHF | 99.85% | 99.85% |
11.07.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'967'400 CHF | 1'977'400 CHF | 71.50% | 71.50% |
10.07.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'011'580 CHF | 2'021'580 CHF | 99.38% | 99.38% |
09.07.2024 | 0.50% | 2.03 CHF | 2.04 CHF | 1'000'000 | 1'000'000 | 998'916 | 998'916 | 2'011'710 CHF | 2'021'710 CHF | 100.00% | 100.00% |
08.07.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'993'230 CHF | 2'003'230 CHF | 100.00% | 100.00% |
05.07.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'009'960 CHF | 2'019'960 CHF | 99.56% | 99.56% |
04.07.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'039'150 CHF | 2'049'150 CHF | 100.00% | 100.00% |
03.07.2024 | 0.48% | 2.03 CHF | 2.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'069'090 CHF | 2'079'090 CHF | 99.77% | 99.77% |
02.07.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'115'190 CHF | 2'125'190 CHF | 99.96% | 99.96% |