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 | 0.33% | 2.98 CHF | 2.99 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'983'950 CHF | 2'993'950 CHF | 100.00% | 100.00% |
12.07.2024 | 0.33% | 2.98 CHF | 2.99 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'018'340 CHF | 3'028'340 CHF | 100.00% | 100.00% |
11.07.2024 | 0.33% | 3.00 CHF | 3.01 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'070'980 CHF | 3'080'980 CHF | 71.61% | 71.61% |
10.07.2024 | 0.32% | 3.14 CHF | 3.15 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'129'050 CHF | 3'139'050 CHF | 100.00% | 100.00% |
09.07.2024 | 0.32% | 3.13 CHF | 3.14 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'110'770 CHF | 3'120'770 CHF | 100.00% | 100.00% |
08.07.2024 | 0.32% | 3.09 CHF | 3.10 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'094'960 CHF | 3'104'960 CHF | 99.99% | 99.99% |
05.07.2024 | 0.32% | 3.10 CHF | 3.11 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'103'010 CHF | 3'113'010 CHF | 100.00% | 100.00% |
04.07.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'122'400 CHF | 3'132'400 CHF | 100.00% | 100.00% |
03.07.2024 | 0.32% | 3.13 CHF | 3.14 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'150'800 CHF | 3'160'800 CHF | 100.00% | 100.00% |
02.07.2024 | 0.32% | 3.14 CHF | 3.15 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'148'770 CHF | 3'158'770 CHF | 100.00% | 100.00% |