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 | 1.22% | 0.80 CHF | 0.81 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 813'354 CHF | 823'354 CHF | 100.00% | 100.00% |
12.07.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 832'374 CHF | 842'374 CHF | 99.85% | 99.85% |
11.07.2024 | 1.16% | 0.84 CHF | 0.85 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 854'002 CHF | 864'002 CHF | 71.51% | 71.51% |
10.07.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 896'299 CHF | 906'299 CHF | 99.38% | 99.38% |
09.07.2024 | 1.11% | 0.91 CHF | 0.92 CHF | 1'000'000 | 1'000'000 | 998'826 | 998'826 | 897'728 CHF | 907'728 CHF | 100.00% | 100.00% |
08.07.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 882'405 CHF | 892'405 CHF | 100.00% | 100.00% |
05.07.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 895'635 CHF | 905'635 CHF | 99.56% | 99.56% |
04.07.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 921'221 CHF | 931'221 CHF | 100.00% | 100.00% |
03.07.2024 | 1.05% | 0.92 CHF | 0.93 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 949'950 CHF | 959'950 CHF | 99.77% | 99.77% |
02.07.2024 | 1.00% | 0.98 CHF | 0.99 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 995'031 CHF | 1'005'030 CHF | 99.97% | 99.97% |