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 | - | 0.86 CHF | - CHF | 450'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 92.05% |
12.07.2024 | 1.36% | 0.80 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 328'528 CHF | 111'009 CHF | 77.61% | 99.62% |
11.07.2024 | 1.37% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 326'865 CHF | 110'455 CHF | 9.61% | 97.91% |
10.07.2024 | - | 0.78 CHF | - CHF | 450'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.87% |
09.07.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 327'108 CHF | 110'536 CHF | 96.70% | 99.13% |
08.07.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 318'523 CHF | 107'674 CHF | 99.47% | 99.47% |
05.07.2024 | 1.58% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 283'716 CHF | 96'072 CHF | 93.61% | 93.61% |
04.07.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 278'803 CHF | 94'434 CHF | 98.07% | 98.07% |
03.07.2024 | 1.67% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 268'009 CHF | 90'837 CHF | 95.95% | 95.95% |
02.07.2024 | 1.82% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 244'982 CHF | 83'161 CHF | 93.83% | 93.83% |