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 | 0.31% | 3.17 CHF | 3.18 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'173'520 CHF | 3'183'520 CHF | 100.00% | 100.00% |
12.07.2024 | 0.31% | 3.17 CHF | 3.18 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'206'190 CHF | 3'216'190 CHF | 100.00% | 100.00% |
11.07.2024 | 0.31% | 3.19 CHF | 3.20 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'256'920 CHF | 3'266'920 CHF | 71.58% | 71.58% |
10.07.2024 | 0.30% | 3.32 CHF | 3.33 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'312'390 CHF | 3'322'390 CHF | 100.00% | 100.00% |
09.07.2024 | 0.30% | 3.31 CHF | 3.32 CHF | 1'000'000 | 1'000'000 | 999'886 | 999'886 | 3'295'890 CHF | 3'305'890 CHF | 100.00% | 100.00% |
08.07.2024 | 0.30% | 3.28 CHF | 3.29 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'281'450 CHF | 3'291'450 CHF | 100.00% | 100.00% |
05.07.2024 | 0.30% | 3.29 CHF | 3.30 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'288'990 CHF | 3'298'990 CHF | 100.00% | 100.00% |
04.07.2024 | 0.30% | 3.30 CHF | 3.31 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'307'760 CHF | 3'317'760 CHF | 100.00% | 100.00% |
03.07.2024 | 0.30% | 3.31 CHF | 3.32 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'334'200 CHF | 3'344'200 CHF | 100.00% | 100.00% |
02.07.2024 | 0.30% | 3.33 CHF | 3.34 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'335'900 CHF | 3'345'900 CHF | 100.00% | 100.00% |