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 | 0.28% | 3.51 CHF | 3.52 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'510'770 CHF | 3'520'770 CHF | 100.00% | 100.00% |
12.07.2024 | 0.28% | 3.50 CHF | 3.51 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'542'360 CHF | 3'552'360 CHF | 100.00% | 100.00% |
11.07.2024 | 0.28% | 3.53 CHF | 3.54 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'592'600 CHF | 3'602'600 CHF | 71.61% | 71.61% |
10.07.2024 | 0.27% | 3.65 CHF | 3.66 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'642'930 CHF | 3'652'930 CHF | 100.00% | 100.00% |
09.07.2024 | 0.28% | 3.64 CHF | 3.65 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'628'840 CHF | 3'638'840 CHF | 100.00% | 100.00% |
08.07.2024 | 0.28% | 3.61 CHF | 3.62 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'613'620 CHF | 3'623'620 CHF | 100.00% | 100.00% |
05.07.2024 | 0.28% | 3.62 CHF | 3.63 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'620'980 CHF | 3'630'980 CHF | 100.00% | 100.00% |
04.07.2024 | 0.27% | 3.64 CHF | 3.65 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'640'690 CHF | 3'650'690 CHF | 100.00% | 100.00% |
03.07.2024 | 0.27% | 3.64 CHF | 3.65 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'668'010 CHF | 3'678'010 CHF | 100.00% | 100.00% |
02.07.2024 | 0.27% | 3.66 CHF | 3.67 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'668'380 CHF | 3'678'380 CHF | 100.00% | 100.00% |