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 | 0.38% | 2.64 CHF | 2.65 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'638'580 CHF | 2'648'580 CHF | 100.00% | 100.00% |
12.07.2024 | 0.37% | 2.63 CHF | 2.64 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'672'110 CHF | 2'682'110 CHF | 100.00% | 100.00% |
11.07.2024 | 0.37% | 2.66 CHF | 2.67 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'728'970 CHF | 2'738'970 CHF | 71.59% | 71.59% |
10.07.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'787'370 CHF | 2'797'370 CHF | 100.00% | 100.00% |
09.07.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 1'000'000 | 1'000'000 | 999'883 | 999'883 | 2'768'040 CHF | 2'778'040 CHF | 100.00% | 100.00% |
08.07.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'753'780 CHF | 2'763'780 CHF | 100.00% | 100.00% |
05.07.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'759'280 CHF | 2'769'280 CHF | 100.00% | 100.00% |
04.07.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'778'520 CHF | 2'788'520 CHF | 100.00% | 100.00% |
03.07.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'806'230 CHF | 2'816'230 CHF | 100.00% | 100.00% |
02.07.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'805'250 CHF | 2'815'250 CHF | 100.00% | 100.00% |