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 | 0.30% | 3.38 CHF | 3.39 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'377'840 CHF | 3'387'840 CHF | 100.00% | 100.00% |
12.07.2024 | 0.29% | 3.37 CHF | 3.38 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'408'960 CHF | 3'418'960 CHF | 100.00% | 100.00% |
11.07.2024 | 0.29% | 3.39 CHF | 3.40 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'456'890 CHF | 3'466'890 CHF | 71.59% | 71.59% |
10.07.2024 | 0.28% | 3.52 CHF | 3.53 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'511'900 CHF | 3'521'900 CHF | 100.00% | 100.00% |
09.07.2024 | 0.29% | 3.51 CHF | 3.52 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'496'260 CHF | 3'506'260 CHF | 100.00% | 100.00% |
08.07.2024 | 0.29% | 3.48 CHF | 3.49 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'481'310 CHF | 3'491'310 CHF | 100.00% | 100.00% |
05.07.2024 | 0.29% | 3.49 CHF | 3.50 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'488'890 CHF | 3'498'890 CHF | 100.00% | 100.00% |
04.07.2024 | 0.28% | 3.50 CHF | 3.51 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'508'310 CHF | 3'518'310 CHF | 100.00% | 100.00% |
03.07.2024 | 0.28% | 3.51 CHF | 3.52 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'534'380 CHF | 3'544'380 CHF | 100.00% | 100.00% |
02.07.2024 | 0.28% | 3.53 CHF | 3.54 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'536'180 CHF | 3'546'180 CHF | 100.00% | 100.00% |