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% | 76.04 % | 76.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 191'243 CHF | 193'167 CHF | 100.00% | 100.00% |
12.07.2024 | 1.00% | 76.18 % | 76.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 190'064 CHF | 191'969 CHF | 100.00% | 100.00% |
11.07.2024 | 1.00% | 75.55 % | 76.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 188'411 CHF | 190'311 CHF | 68.13% | 68.13% |
10.07.2024 | 1.00% | 74.53 % | 75.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 185'774 CHF | 187'649 CHF | 100.00% | 100.00% |
09.07.2024 | 1.00% | 73.62 % | 74.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 185'961 CHF | 187'831 CHF | 100.00% | 100.00% |
08.07.2024 | 1.00% | 73.97 % | 74.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 185'405 CHF | 187'273 CHF | 99.73% | 99.73% |
05.07.2024 | 1.00% | 74.01 % | 74.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 184'887 CHF | 186'737 CHF | 100.00% | 100.00% |
04.07.2024 | 1.00% | 73.84 % | 74.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 184'444 CHF | 186'294 CHF | 100.00% | 100.00% |
03.07.2024 | 1.00% | 73.92 % | 74.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 185'641 CHF | 187'514 CHF | 99.87% | 99.87% |
02.07.2024 | 1.00% | 73.72 % | 74.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 184'597 CHF | 186'447 CHF | 100.00% | 100.00% |