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 | 2.03% | 0.48 CHF | 0.49 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 487'501 CHF | 497'501 CHF | 100.00% | 100.00% |
12.07.2024 | 1.95% | 0.49 CHF | 0.50 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 507'743 CHF | 517'743 CHF | 99.85% | 99.85% |
11.07.2024 | 1.88% | 0.51 CHF | 0.52 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 527'911 CHF | 537'911 CHF | 71.50% | 71.50% |
10.07.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 570'661 CHF | 580'661 CHF | 99.38% | 99.38% |
09.07.2024 | 1.74% | 0.58 CHF | 0.59 CHF | 1'000'000 | 1'000'000 | 998'804 | 998'804 | 570'841 CHF | 580'841 CHF | 100.00% | 100.00% |
08.07.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 554'633 CHF | 564'633 CHF | 100.00% | 100.00% |
05.07.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 568'975 CHF | 578'975 CHF | 99.56% | 99.56% |
04.07.2024 | 1.67% | 0.58 CHF | 0.59 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 592'483 CHF | 602'483 CHF | 100.00% | 100.00% |
03.07.2024 | 1.60% | 0.59 CHF | 0.60 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 620'998 CHF | 630'998 CHF | 99.77% | 99.77% |
02.07.2024 | 1.49% | 0.65 CHF | 0.66 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 665'018 CHF | 675'018 CHF | 99.96% | 99.96% |