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 | - | 0.97 CHF | - CHF | 450'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.18% |
12.07.2024 | - | 0.89 CHF | - CHF | 450'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.41% |
11.07.2024 | - | 0.85 CHF | - CHF | 450'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.69% |
10.07.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 336'748 CHF | 113'749 CHF | 21.44% | 98.53% |
09.07.2024 | - | 0.78 CHF | - CHF | 450'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.55% |
08.07.2024 | - | 0.81 CHF | - CHF | 450'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.26% |
05.07.2024 | 1.26% | 0.81 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 354'853 CHF | 119'784 CHF | 0.51% | 99.45% |
04.07.2024 | - | 0.85 CHF | - CHF | 450'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.42% |
03.07.2024 | 1.26% | 0.82 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 355'500 CHF | 120'000 CHF | 1.43% | 99.47% |
02.07.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 361'770 CHF | 122'090 CHF | 91.56% | 99.35% |