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 | 1.00% | 55.32 % | 55.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 139'057 CHF | 140'457 CHF | 100.00% | 100.00% |
12.07.2024 | 1.00% | 55.13 % | 55.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 138'049 CHF | 139'439 CHF | 100.00% | 100.00% |
11.07.2024 | 1.00% | 54.48 % | 55.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 136'479 CHF | 137'853 CHF | 100.00% | 100.00% |
10.07.2024 | 1.00% | 53.80 % | 54.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 133'068 CHF | 134'403 CHF | 100.00% | 100.00% |
09.07.2024 | 1.00% | 51.96 % | 52.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 130'797 CHF | 132'113 CHF | 100.00% | 100.00% |
08.07.2024 | 1.00% | 51.57 % | 52.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 129'235 CHF | 130'535 CHF | 99.81% | 99.81% |
05.07.2024 | 1.00% | 51.45 % | 51.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 129'631 CHF | 130'931 CHF | 100.00% | 100.00% |
04.07.2024 | 1.00% | 51.55 % | 52.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 128'016 CHF | 129'307 CHF | 100.00% | 100.00% |
03.07.2024 | 1.00% | 51.04 % | 51.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 127'779 CHF | 129'061 CHF | 99.74% | 99.74% |
02.07.2024 | 1.00% | 51.26 % | 51.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 128'232 CHF | 129'524 CHF | 99.99% | 99.99% |