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 | 0,37% | 2,67 CHF | 2,68 CHF | 1 000 000 | 1 000 000 | 999 669 | 999 669 | 2 663 690 CHF | 2 673 690 CHF | 100,00% | 100,00% |
15/07/2024 | 0,38% | 2,64 CHF | 2,65 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 638 580 CHF | 2 648 580 CHF | 100,00% | 100,00% |
12/07/2024 | 0,37% | 2,63 CHF | 2,64 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 672 110 CHF | 2 682 110 CHF | 100,00% | 100,00% |
11/07/2024 | 0,37% | 2,66 CHF | 2,67 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 728 970 CHF | 2 738 970 CHF | 71,59% | 71,59% |
10/07/2024 | 0,36% | 2,80 CHF | 2,81 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 787 370 CHF | 2 797 370 CHF | 100,00% | 100,00% |
09/07/2024 | 0,36% | 2,78 CHF | 2,79 CHF | 1 000 000 | 1 000 000 | 999 883 | 999 883 | 2 768 040 CHF | 2 778 040 CHF | 100,00% | 100,00% |
08/07/2024 | 0,36% | 2,75 CHF | 2,76 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 753 780 CHF | 2 763 780 CHF | 100,00% | 100,00% |
05/07/2024 | 0,36% | 2,76 CHF | 2,77 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 759 280 CHF | 2 769 280 CHF | 100,00% | 100,00% |
04/07/2024 | 0,36% | 2,77 CHF | 2,78 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 778 520 CHF | 2 788 520 CHF | 100,00% | 100,00% |
03/07/2024 | 0,36% | 2,78 CHF | 2,79 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 806 230 CHF | 2 816 230 CHF | 100,00% | 100,00% |