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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 3.30% | 0.29 CHF | 0.30 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 298'357 CHF | 308'357 CHF | 100.00% | 100.00% |
11.07.2024 | 3.51% | 0.29 CHF | 0.30 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 280'038 CHF | 290'038 CHF | 100.00% | 100.00% |
10.07.2024 | 3.43% | 0.29 CHF | 0.30 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 286'782 CHF | 296'782 CHF | 100.00% | 100.00% |
09.07.2024 | 3.41% | 0.29 CHF | 0.30 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 288'613 CHF | 298'613 CHF | 100.00% | 100.00% |
08.07.2024 | 3.39% | 0.29 CHF | 0.30 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 290'000 CHF | 300'000 CHF | 100.00% | 100.00% |
05.07.2024 | 3.28% | 0.30 CHF | 0.31 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 300'005 CHF | 310'005 CHF | 100.00% | 100.00% |
04.07.2024 | 3.17% | 0.31 CHF | 0.32 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 310'000 CHF | 320'000 CHF | 97.77% | 97.77% |
03.07.2024 | 3.09% | 0.31 CHF | 0.32 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 318'567 CHF | 328'567 CHF | 98.15% | 98.15% |
02.07.2024 | 2.92% | 0.33 CHF | 0.34 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 337'841 CHF | 347'841 CHF | 100.00% | 100.00% |
01.07.2024 | 2.92% | 0.34 CHF | 0.35 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 337'861 CHF | 347'861 CHF | 100.00% | 100.00% |