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 | 1.34% | 0.73 CHF | 0.74 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 739'886 CHF | 749'886 CHF | 100.00% | 100.00% |
12.07.2024 | 1.31% | 0.74 CHF | 0.75 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 759'506 CHF | 769'506 CHF | 99.85% | 99.85% |
11.07.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 780'901 CHF | 790'901 CHF | 71.50% | 71.50% |
10.07.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 822'188 CHF | 832'188 CHF | 99.38% | 99.38% |
09.07.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 1'000'000 | 1'000'000 | 998'823 | 998'823 | 823'436 CHF | 833'436 CHF | 100.00% | 100.00% |
08.07.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 807'966 CHF | 817'966 CHF | 100.00% | 100.00% |
05.07.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 822'178 CHF | 832'178 CHF | 99.55% | 99.55% |
04.07.2024 | 1.17% | 0.83 CHF | 0.84 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 848'042 CHF | 858'042 CHF | 100.00% | 100.00% |
03.07.2024 | 1.13% | 0.84 CHF | 0.85 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 876'571 CHF | 886'571 CHF | 99.77% | 99.77% |
02.07.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 919'500 CHF | 929'500 CHF | 99.95% | 99.95% |