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 | 0,30% | 3,34 CHF | 3,35 CHF | 1 000 000 | 1 000 000 | 999 689 | 999 689 | 3 333 320 CHF | 3 343 320 CHF | 100,00% | 100,00% |
15/07/2024 | 0,30% | 3,31 CHF | 3,32 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 3 309 900 CHF | 3 319 900 CHF | 100,00% | 100,00% |
12/07/2024 | 0,30% | 3,30 CHF | 3,31 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 3 341 620 CHF | 3 351 620 CHF | 100,00% | 100,00% |
11/07/2024 | 0,29% | 3,33 CHF | 3,34 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 3 392 500 CHF | 3 402 500 CHF | 71,56% | 71,56% |
10/07/2024 | 0,29% | 3,46 CHF | 3,47 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 3 445 630 CHF | 3 455 630 CHF | 100,00% | 100,00% |
09/07/2024 | 0,29% | 3,44 CHF | 3,45 CHF | 1 000 000 | 1 000 000 | 999 880 | 999 880 | 3 429 420 CHF | 3 439 420 CHF | 100,00% | 100,00% |
08/07/2024 | 0,29% | 3,41 CHF | 3,42 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 3 414 290 CHF | 3 424 290 CHF | 100,00% | 100,00% |
05/07/2024 | 0,29% | 3,42 CHF | 3,43 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 3 421 850 CHF | 3 431 850 CHF | 100,00% | 100,00% |
04/07/2024 | 0,29% | 3,44 CHF | 3,45 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 3 441 520 CHF | 3 451 520 CHF | 100,00% | 100,00% |
03/07/2024 | 0,29% | 3,45 CHF | 3,46 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 3 469 240 CHF | 3 479 240 CHF | 100,00% | 100,00% |