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 | - | 1.26 CHF | - CHF | 600'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.93% |
12.07.2024 | 0.86% | 1.20 CHF | 1.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 697'422 CHF | 234'474 CHF | 91.06% | 99.18% |
11.07.2024 | 0.92% | 1.13 CHF | 1.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 649'500 CHF | 218'500 CHF | 97.13% | 97.13% |
10.07.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 637'068 CHF | 214'356 CHF | 89.28% | 89.28% |
09.07.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 646'784 CHF | 217'595 CHF | 99.38% | 99.38% |
08.07.2024 | 0.93% | 1.09 CHF | 1.10 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 644'464 CHF | 216'821 CHF | 97.50% | 97.50% |
05.07.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 649'984 CHF | 218'661 CHF | 96.84% | 96.84% |
04.07.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 654'001 CHF | 220'000 CHF | 99.37% | 99.37% |
03.07.2024 | 0.90% | 1.09 CHF | 1.10 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 663'151 CHF | 223'050 CHF | 97.76% | 97.76% |
02.07.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 653'551 CHF | 219'850 CHF | 94.56% | 94.56% |