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 | 1.01% | 61.29 % | 61.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 153'383 CHF | 154'933 CHF | 100.00% | 100.00% |
12.07.2024 | 1.01% | 61.29 % | 61.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 153'447 CHF | 154'997 CHF | 100.00% | 100.00% |
11.07.2024 | 1.01% | 61.27 % | 61.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 153'212 CHF | 154'762 CHF | 100.00% | 100.00% |
10.07.2024 | 0.99% | 61.19 % | 61.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 152'790 CHF | 154'315 CHF | 100.00% | 100.00% |
09.07.2024 | 1.00% | 60.88 % | 61.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 152'360 CHF | 153'885 CHF | 100.00% | 100.00% |
08.07.2024 | 1.00% | 60.78 % | 61.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 151'918 CHF | 153'443 CHF | 98.91% | 98.91% |
05.07.2024 | 1.00% | 60.61 % | 61.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 151'672 CHF | 153'197 CHF | 100.00% | 100.00% |
04.07.2024 | 1.00% | 60.68 % | 61.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 151'610 CHF | 153'135 CHF | 100.00% | 100.00% |
03.07.2024 | 1.00% | 60.51 % | 61.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 151'150 CHF | 152'675 CHF | 99.68% | 99.68% |
02.07.2024 | 1.01% | 60.39 % | 61.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 150'954 CHF | 152'479 CHF | 100.00% | 100.00% |