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 | - | 1.38 CHF | - CHF | 450'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.72% |
12.07.2024 | - | 1.33 CHF | - CHF | 450'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.40% |
11.07.2024 | - | 1.33 CHF | - CHF | 450'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.29% |
10.07.2024 | - | 1.27 CHF | - CHF | 450'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.34% |
09.07.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 539'537 CHF | 181'346 CHF | 99.58% | 99.58% |
08.07.2024 | 0.84% | 1.25 CHF | 1.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 532'888 CHF | 179'129 CHF | 78.11% | 99.25% |
05.07.2024 | 0.82% | 1.17 CHF | 1.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 548'240 CHF | 184'247 CHF | 99.56% | 99.56% |
04.07.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 557'316 CHF | 187'272 CHF | 98.94% | 99.57% |
03.07.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 546'249 CHF | 183'583 CHF | 99.48% | 99.48% |
02.07.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 529'035 CHF | 177'845 CHF | 99.56% | 99.56% |