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% | 2.62 CHF | 2.63 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'622'420 CHF | 2'632'420 CHF | 100.00% | 100.00% |
12.07.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'658'150 CHF | 2'668'150 CHF | 100.00% | 100.00% |
11.07.2024 | 0.37% | 2.64 CHF | 2.65 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'711'850 CHF | 2'721'850 CHF | 71.60% | 71.60% |
10.07.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'771'570 CHF | 2'781'570 CHF | 100.00% | 100.00% |
09.07.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'754'170 CHF | 2'764'170 CHF | 100.00% | 100.00% |
08.07.2024 | 0.36% | 2.74 CHF | 2.75 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'738'920 CHF | 2'748'920 CHF | 100.00% | 100.00% |
05.07.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'745'470 CHF | 2'755'470 CHF | 100.00% | 100.00% |
04.07.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'763'290 CHF | 2'773'290 CHF | 100.00% | 100.00% |
03.07.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'792'760 CHF | 2'802'760 CHF | 100.00% | 100.00% |
02.07.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'789'200 CHF | 2'799'200 CHF | 100.00% | 100.00% |