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 | 0.48% | 2.09 CHF | 2.10 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'088'720 CHF | 2'098'720 CHF | 100.00% | 100.00% |
12.07.2024 | 0.47% | 2.08 CHF | 2.09 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'124'420 CHF | 2'134'420 CHF | 100.00% | 100.00% |
11.07.2024 | 0.46% | 2.11 CHF | 2.12 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'185'540 CHF | 2'195'540 CHF | 71.60% | 71.60% |
10.07.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'246'420 CHF | 2'256'420 CHF | 100.00% | 100.00% |
09.07.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'226'330 CHF | 2'236'330 CHF | 100.00% | 100.00% |
08.07.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'212'980 CHF | 2'222'980 CHF | 100.00% | 100.00% |
05.07.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'217'100 CHF | 2'227'100 CHF | 100.00% | 100.00% |
04.07.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'234'370 CHF | 2'244'370 CHF | 100.00% | 100.00% |
03.07.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'263'370 CHF | 2'273'370 CHF | 100.00% | 100.00% |
02.07.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'259'630 CHF | 2'269'630 CHF | 100.00% | 100.00% |