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 | 2.59% | 0.37 CHF | 0.38 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 380'610 CHF | 390'610 CHF | 100.00% | 100.00% |
12.07.2024 | 2.47% | 0.38 CHF | 0.39 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 400'095 CHF | 410'095 CHF | 99.85% | 99.85% |
11.07.2024 | 2.35% | 0.41 CHF | 0.42 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 421'647 CHF | 431'647 CHF | 71.51% | 71.51% |
10.07.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 461'806 CHF | 471'806 CHF | 99.38% | 99.38% |
09.07.2024 | 2.14% | 0.48 CHF | 0.49 CHF | 1'000'000 | 1'000'000 | 998'804 | 998'804 | 463'847 CHF | 473'847 CHF | 100.00% | 100.00% |
08.07.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 447'624 CHF | 457'624 CHF | 100.00% | 100.00% |
05.07.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 460'835 CHF | 470'835 CHF | 99.56% | 99.56% |
04.07.2024 | 2.04% | 0.47 CHF | 0.48 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 486'384 CHF | 496'384 CHF | 100.00% | 100.00% |
03.07.2024 | 1.93% | 0.48 CHF | 0.49 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 512'901 CHF | 522'901 CHF | 99.77% | 99.77% |
02.07.2024 | 1.78% | 0.54 CHF | 0.55 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 556'583 CHF | 566'583 CHF | 99.97% | 99.97% |