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 | 4.30% | 0.22 CHF | 0.23 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 227'504 CHF | 237'504 CHF | 100.00% | 100.00% |
12.07.2024 | 3.97% | 0.23 CHF | 0.24 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 247'140 CHF | 257'140 CHF | 99.85% | 99.85% |
11.07.2024 | 3.69% | 0.25 CHF | 0.26 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 266'792 CHF | 276'792 CHF | 71.51% | 71.51% |
10.07.2024 | 3.18% | 0.31 CHF | 0.32 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 309'125 CHF | 319'125 CHF | 99.38% | 99.38% |
09.07.2024 | 3.18% | 0.32 CHF | 0.33 CHF | 1'000'000 | 1'000'000 | 998'920 | 998'920 | 309'723 CHF | 319'723 CHF | 100.00% | 100.00% |
08.07.2024 | 3.35% | 0.30 CHF | 0.31 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 293'521 CHF | 303'521 CHF | 100.00% | 100.00% |
05.07.2024 | 3.20% | 0.31 CHF | 0.32 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 307'725 CHF | 317'725 CHF | 99.56% | 99.56% |
04.07.2024 | 2.98% | 0.32 CHF | 0.33 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 330'685 CHF | 340'685 CHF | 100.00% | 100.00% |
03.07.2024 | 2.76% | 0.33 CHF | 0.34 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 358'680 CHF | 368'680 CHF | 99.77% | 99.77% |
02.07.2024 | 2.46% | 0.39 CHF | 0.40 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 402'122 CHF | 412'122 CHF | 99.97% | 99.97% |