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 | - | 1.08 CHF | - CHF | 450'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.44% |
12.07.2024 | - | 1.13 CHF | - CHF | 450'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.00% |
11.07.2024 | - | 1.06 CHF | - CHF | 600'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 94.52% |
10.07.2024 | - | 1.07 CHF | - CHF | 600'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 95.30% |
09.07.2024 | 1.03% | 0.97 CHF | 0.97 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 579'603 CHF | 195'201 CHF | 2.11% | 95.92% |
08.07.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 551'930 CHF | 185'977 CHF | 93.11% | 95.52% |
05.07.2024 | 1.28% | 0.88 CHF | 0.89 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 466'437 CHF | 157'479 CHF | 86.04% | 86.04% |
04.07.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 456'736 CHF | 154'246 CHF | 99.36% | 99.36% |
03.07.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 457'044 CHF | 154'348 CHF | 89.19% | 89.19% |
02.07.2024 | 1.54% | 0.67 CHF | 0.68 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 386'840 CHF | 130'947 CHF | 96.72% | 96.72% |