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 | 1.27% | 38.94 % | 39.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 97'548 CHF | 98'798 CHF | 100.00% | 100.00% |
12.07.2024 | 1.27% | 39.23 % | 39.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 97'981 CHF | 99'231 CHF | 100.00% | 100.00% |
11.07.2024 | 1.27% | 39.23 % | 39.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 97'752 CHF | 99'002 CHF | 100.00% | 100.00% |
10.07.2024 | 1.28% | 38.87 % | 39.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 97'116 CHF | 98'366 CHF | 100.00% | 100.00% |
09.07.2024 | 1.28% | 38.69 % | 39.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 96'863 CHF | 98'113 CHF | 100.00% | 100.00% |
08.07.2024 | 1.28% | 38.70 % | 39.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 96'901 CHF | 98'151 CHF | 99.44% | 99.44% |
05.07.2024 | 1.28% | 38.84 % | 39.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 96'992 CHF | 98'242 CHF | 100.00% | 100.00% |
04.07.2024 | 1.28% | 38.76 % | 39.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 96'850 CHF | 98'100 CHF | 100.00% | 100.00% |
03.07.2024 | 1.29% | 38.65 % | 39.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 96'292 CHF | 97'542 CHF | 99.85% | 99.85% |
02.07.2024 | 1.29% | 38.49 % | 38.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 96'107 CHF | 97'357 CHF | 100.00% | 100.00% |