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 | 0,43% | 2,32 CHF | 2,33 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 313 650 CHF | 2 323 650 CHF | 99,85% | 99,85% |
15/07/2024 | 0,43% | 2,28 CHF | 2,29 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 295 040 CHF | 2 305 040 CHF | 100,00% | 100,00% |
12/07/2024 | 0,43% | 2,30 CHF | 2,31 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 316 040 CHF | 2 326 040 CHF | 99,84% | 99,84% |
11/07/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 337 400 CHF | 2 347 400 CHF | 71,50% | 71,50% |
10/07/2024 | 0,42% | 2,38 CHF | 2,39 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 382 400 CHF | 2 392 400 CHF | 99,38% | 99,38% |
09/07/2024 | 0,42% | 2,40 CHF | 2,41 CHF | 1 000 000 | 1 000 000 | 998 800 | 998 800 | 2 382 410 CHF | 2 392 410 CHF | 100,00% | 100,00% |
08/07/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 363 730 CHF | 2 373 730 CHF | 100,00% | 100,00% |
05/07/2024 | 0,42% | 2,38 CHF | 2,39 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 381 830 CHF | 2 391 830 CHF | 99,55% | 99,55% |
04/07/2024 | 0,41% | 2,40 CHF | 2,41 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 410 340 CHF | 2 420 340 CHF | 100,00% | 100,00% |
03/07/2024 | 0,41% | 2,40 CHF | 2,41 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 442 070 CHF | 2 452 070 CHF | 99,77% | 99,77% |