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 | 0.34% | 2.95 CHF | 2.96 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'956'980 CHF | 2'966'980 CHF | 100.00% | 100.00% |
12.07.2024 | 0.33% | 2.95 CHF | 2.96 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'990'400 CHF | 3'000'400 CHF | 100.00% | 100.00% |
11.07.2024 | 0.33% | 2.98 CHF | 2.99 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'042'100 CHF | 3'052'100 CHF | 71.58% | 71.58% |
10.07.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'100'510 CHF | 3'110'510 CHF | 100.00% | 100.00% |
09.07.2024 | 0.32% | 3.10 CHF | 3.11 CHF | 1'000'000 | 1'000'000 | 999'880 | 999'880 | 3'082'330 CHF | 3'092'330 CHF | 100.00% | 100.00% |
08.07.2024 | 0.33% | 3.07 CHF | 3.08 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'066'340 CHF | 3'076'340 CHF | 100.00% | 100.00% |
05.07.2024 | 0.32% | 3.08 CHF | 3.09 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'074'180 CHF | 3'084'180 CHF | 99.99% | 99.99% |
04.07.2024 | 0.32% | 3.09 CHF | 3.10 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'093'060 CHF | 3'103'060 CHF | 100.00% | 100.00% |
03.07.2024 | 0.32% | 3.10 CHF | 3.11 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'121'710 CHF | 3'131'710 CHF | 100.00% | 100.00% |
02.07.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'118'960 CHF | 3'128'960 CHF | 100.00% | 100.00% |