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 | 0.50% | 1.97 CHF | 1.98 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'978'260 CHF | 1'988'260 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 1.97 CHF | 1.98 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'013'990 CHF | 2'023'990 CHF | 100.00% | 100.00% |
11.07.2024 | 0.48% | 2.00 CHF | 2.01 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'075'680 CHF | 2'085'680 CHF | 71.60% | 71.60% |
10.07.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'139'210 CHF | 2'149'210 CHF | 100.00% | 100.00% |
09.07.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'117'620 CHF | 2'127'620 CHF | 100.00% | 100.00% |
08.07.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'103'470 CHF | 2'113'470 CHF | 100.00% | 100.00% |
05.07.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'107'970 CHF | 2'117'970 CHF | 100.00% | 100.00% |
04.07.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'125'440 CHF | 2'135'440 CHF | 100.00% | 100.00% |
03.07.2024 | 0.46% | 2.13 CHF | 2.14 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'153'710 CHF | 2'163'710 CHF | 100.00% | 100.00% |
02.07.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'150'300 CHF | 2'160'300 CHF | 100.00% | 100.00% |