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 | - | 1.37 CHF | - CHF | 600'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.01% |
12.07.2024 | 0.93% | 1.09 CHF | 1.10 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 640'907 CHF | 215'636 CHF | 98.93% | 98.93% |
11.07.2024 | 0.89% | 1.15 CHF | 1.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 673'542 CHF | 226'514 CHF | 43.98% | 98.44% |
10.07.2024 | 0.89% | 1.08 CHF | 1.09 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 669'537 CHF | 225'179 CHF | 28.99% | 99.18% |
09.07.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 687'501 CHF | 231'167 CHF | 41.56% | 98.89% |
08.07.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 676'993 CHF | 227'664 CHF | 36.53% | 98.93% |
05.07.2024 | 0.96% | 1.11 CHF | 1.12 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 620'253 CHF | 208'751 CHF | 98.93% | 98.93% |
04.07.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 663'776 CHF | 223'259 CHF | 99.37% | 99.37% |
03.07.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 706'726 CHF | 237'575 CHF | 97.86% | 99.13% |
02.07.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 749'142 CHF | 251'714 CHF | 49.33% | 98.97% |