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 | 0.22% | 4.48 CHF | 4.49 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 4'483'090 CHF | 4'493'090 CHF | 100.00% | 100.00% |
12.07.2024 | 0.22% | 4.48 CHF | 4.49 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 4'510'740 CHF | 4'520'740 CHF | 100.00% | 100.00% |
11.07.2024 | 0.22% | 4.50 CHF | 4.51 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 4'550'560 CHF | 4'560'560 CHF | 71.58% | 71.58% |
10.07.2024 | 0.22% | 4.61 CHF | 4.62 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 4'600'310 CHF | 4'610'310 CHF | 100.00% | 100.00% |
09.07.2024 | 0.22% | 4.60 CHF | 4.61 CHF | 1'000'000 | 1'000'000 | 999'884 | 999'884 | 4'585'060 CHF | 4'595'060 CHF | 100.00% | 100.00% |
08.07.2024 | 0.22% | 4.57 CHF | 4.58 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 4'568'480 CHF | 4'578'480 CHF | 100.00% | 100.00% |
05.07.2024 | 0.22% | 4.58 CHF | 4.59 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 4'580'090 CHF | 4'590'090 CHF | 100.00% | 100.00% |
04.07.2024 | 0.22% | 4.59 CHF | 4.60 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 4'599'340 CHF | 4'609'340 CHF | 100.00% | 100.00% |
03.07.2024 | 0.22% | 4.60 CHF | 4.61 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 4'624'820 CHF | 4'634'820 CHF | 100.00% | 100.00% |
02.07.2024 | 0.22% | 4.62 CHF | 4.63 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 4'628'620 CHF | 4'638'620 CHF | 100.00% | 100.00% |