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 | 0.23% | 4.42 CHF | 4.43 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 4'421'260 CHF | 4'431'260 CHF | 100.00% | 100.00% |
12.07.2024 | 0.22% | 4.42 CHF | 4.43 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 4'447'880 CHF | 4'457'880 CHF | 100.00% | 100.00% |
11.07.2024 | 0.22% | 4.43 CHF | 4.44 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 4'489'490 CHF | 4'499'490 CHF | 71.55% | 71.55% |
10.07.2024 | 0.22% | 4.55 CHF | 4.56 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 4'539'680 CHF | 4'549'680 CHF | 100.00% | 100.00% |
09.07.2024 | 0.22% | 4.54 CHF | 4.55 CHF | 1'000'000 | 1'000'000 | 999'877 | 999'877 | 4'523'860 CHF | 4'533'860 CHF | 100.00% | 100.00% |
08.07.2024 | 0.22% | 4.51 CHF | 4.52 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 4'507'380 CHF | 4'517'380 CHF | 100.00% | 100.00% |
05.07.2024 | 0.22% | 4.52 CHF | 4.53 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 4'518'830 CHF | 4'528'830 CHF | 100.00% | 100.00% |
04.07.2024 | 0.22% | 4.53 CHF | 4.54 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 4'538'270 CHF | 4'548'270 CHF | 100.00% | 100.00% |
03.07.2024 | 0.22% | 4.54 CHF | 4.55 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 4'564'130 CHF | 4'574'130 CHF | 100.00% | 100.00% |
02.07.2024 | 0.22% | 4.56 CHF | 4.57 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 4'568'040 CHF | 4'578'040 CHF | 100.00% | 100.00% |