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 | - | 0.75 CHF | - CHF | 300'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.72% |
12.07.2024 | 1.38% | 0.75 CHF | 0.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 215'618 CHF | 72'873 CHF | 93.75% | 97.68% |
11.07.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 203'452 CHF | 68'818 CHF | 99.46% | 99.46% |
10.07.2024 | 1.47% | 0.66 CHF | 0.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 202'574 CHF | 68'525 CHF | 94.56% | 94.56% |
09.07.2024 | 1.43% | 0.69 CHF | 0.70 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 208'984 CHF | 70'661 CHF | 99.11% | 99.11% |
08.07.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 212'839 CHF | 71'946 CHF | 21.66% | 98.86% |
05.07.2024 | 1.37% | 0.71 CHF | 0.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 218'142 CHF | 73'714 CHF | 99.56% | 99.56% |
04.07.2024 | 1.34% | 0.75 CHF | 0.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 221'946 CHF | 74'982 CHF | 91.34% | 99.57% |
03.07.2024 | 1.37% | 0.75 CHF | 0.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 218'200 CHF | 73'733 CHF | 98.95% | 99.50% |
02.07.2024 | 1.37% | 0.71 CHF | 0.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 217'556 CHF | 73'519 CHF | 99.56% | 99.56% |