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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/07/2024 | 0,33% | 3,07 CHF | 3,08 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 3 058 250 CHF | 3 068 250 CHF | 99,85% | 99,85% |
15/07/2024 | 0,33% | 3,03 CHF | 3,04 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 3 038 890 CHF | 3 048 890 CHF | 100,00% | 100,00% |
12/07/2024 | 0,33% | 3,04 CHF | 3,05 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 3 060 490 CHF | 3 070 490 CHF | 99,85% | 99,85% |
11/07/2024 | 0,32% | 3,06 CHF | 3,07 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 3 083 710 CHF | 3 093 710 CHF | 71,51% | 71,51% |
10/07/2024 | 0,32% | 3,13 CHF | 3,14 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 3 130 880 CHF | 3 140 880 CHF | 99,38% | 99,38% |
09/07/2024 | 0,32% | 3,15 CHF | 3,16 CHF | 1 000 000 | 1 000 000 | 998 804 | 998 804 | 3 129 040 CHF | 3 139 040 CHF | 100,00% | 100,00% |
08/07/2024 | 0,32% | 3,12 CHF | 3,13 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 3 110 510 CHF | 3 120 510 CHF | 100,00% | 100,00% |
05/07/2024 | 0,32% | 3,13 CHF | 3,14 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 3 129 120 CHF | 3 139 120 CHF | 99,56% | 99,56% |
04/07/2024 | 0,32% | 3,14 CHF | 3,15 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 3 159 790 CHF | 3 169 790 CHF | 100,00% | 100,00% |
03/07/2024 | 0,31% | 3,16 CHF | 3,17 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 3 194 740 CHF | 3 204 740 CHF | 99,76% | 99,76% |