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 | 0.45% | 2.22 CHF | 2.23 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'220'360 CHF | 2'230'360 CHF | 100.00% | 100.00% |
12.07.2024 | 0.44% | 2.21 CHF | 2.22 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'256'390 CHF | 2'266'390 CHF | 100.00% | 100.00% |
11.07.2024 | 0.43% | 2.24 CHF | 2.25 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'315'960 CHF | 2'325'960 CHF | 71.59% | 71.59% |
10.07.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'375'860 CHF | 2'385'860 CHF | 100.00% | 100.00% |
09.07.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 1'000'000 | 1'000'000 | 999'883 | 999'883 | 2'356'570 CHF | 2'366'570 CHF | 100.00% | 100.00% |
08.07.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'342'760 CHF | 2'352'760 CHF | 100.00% | 100.00% |
05.07.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'347'730 CHF | 2'357'730 CHF | 100.00% | 100.00% |
04.07.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'365'010 CHF | 2'375'010 CHF | 100.00% | 100.00% |
03.07.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'393'400 CHF | 2'403'400 CHF | 100.00% | 100.00% |
02.07.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'389'750 CHF | 2'399'750 CHF | 100.00% | 100.00% |