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% | 2.20 CHF | 2.21 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'200'040 CHF | 2'210'040 CHF | 100.00% | 100.00% |
12.07.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'235'930 CHF | 2'245'930 CHF | 100.00% | 100.00% |
11.07.2024 | 0.44% | 2.22 CHF | 2.23 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'295'830 CHF | 2'305'830 CHF | 71.58% | 71.58% |
10.07.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'355'800 CHF | 2'365'800 CHF | 100.00% | 100.00% |
09.07.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'336'130 CHF | 2'346'130 CHF | 100.00% | 100.00% |
08.07.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'322'700 CHF | 2'332'700 CHF | 100.00% | 100.00% |
05.07.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'327'120 CHF | 2'337'120 CHF | 100.00% | 100.00% |
04.07.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'344'950 CHF | 2'354'950 CHF | 100.00% | 100.00% |
03.07.2024 | 0.42% | 2.35 CHF | 2.36 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'373'380 CHF | 2'383'380 CHF | 100.00% | 100.00% |
02.07.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'369'730 CHF | 2'379'730 CHF | 100.00% | 100.00% |