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 | 1.51% | 0.65 CHF | 0.66 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 657'509 CHF | 667'509 CHF | 100.00% | 100.00% |
12.07.2024 | 1.46% | 0.66 CHF | 0.67 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 678'686 CHF | 688'686 CHF | 99.85% | 99.85% |
11.07.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 698'737 CHF | 708'737 CHF | 71.51% | 71.51% |
10.07.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 741'310 CHF | 751'310 CHF | 99.38% | 99.38% |
09.07.2024 | 1.34% | 0.76 CHF | 0.77 CHF | 1'000'000 | 1'000'000 | 998'920 | 998'920 | 742'330 CHF | 752'330 CHF | 100.00% | 100.00% |
08.07.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 724'839 CHF | 734'839 CHF | 100.00% | 100.00% |
05.07.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 740'474 CHF | 750'474 CHF | 99.56% | 99.56% |
04.07.2024 | 1.30% | 0.75 CHF | 0.76 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 765'237 CHF | 775'237 CHF | 100.00% | 100.00% |
03.07.2024 | 1.25% | 0.76 CHF | 0.77 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 793'741 CHF | 803'741 CHF | 99.77% | 99.77% |
02.07.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 836'775 CHF | 846'775 CHF | 99.97% | 99.97% |