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 | 4.29% | 0.26 CHF | 0.27 CHF | 1'000'000 | 1'000'000 | 912'223 | 912'223 | 229'237 CHF | 238'865 CHF | 95.52% | 95.52% |
12.07.2024 | 3.86% | 0.25 CHF | 0.26 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 254'412 CHF | 264'412 CHF | 98.29% | 98.29% |
11.07.2024 | 4.51% | 0.26 CHF | 0.27 CHF | 1'000'000 | 1'000'000 | 899'260 | 899'260 | 233'808 CHF | 243'808 CHF | 97.64% | 97.64% |
10.07.2024 | 3.53% | 0.27 CHF | 0.28 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 278'592 CHF | 288'592 CHF | 99.88% | 99.88% |
09.07.2024 | 3.58% | 0.28 CHF | 0.29 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 274'109 CHF | 284'109 CHF | 99.55% | 99.55% |
08.07.2024 | 3.51% | 0.28 CHF | 0.29 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 279'621 CHF | 289'621 CHF | 99.33% | 99.33% |
05.07.2024 | 3.54% | 0.28 CHF | 0.29 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 277'400 CHF | 287'400 CHF | 99.51% | 99.51% |
04.07.2024 | 3.52% | 0.28 CHF | 0.29 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 279'288 CHF | 289'288 CHF | 99.66% | 99.66% |
03.07.2024 | 3.51% | 0.28 CHF | 0.29 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 280'000 CHF | 290'000 CHF | 99.21% | 99.21% |
02.07.2024 | 3.40% | 0.28 CHF | 0.29 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 289'307 CHF | 299'307 CHF | 99.86% | 99.86% |