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 | 1.41% | 70.25 % | 71.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 70'239 CHF | 71'239 CHF | 98.49% | 98.49% |
12.07.2024 | 1.43% | 69.45 % | 70.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 69'203 CHF | 70'203 CHF | 84.07% | 84.07% |
11.07.2024 | 1.45% | 68.55 % | 69.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 68'499 CHF | 69'499 CHF | 98.59% | 98.59% |
10.07.2024 | 1.48% | 67.95 % | 68.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 67'244 CHF | 68'244 CHF | 65.44% | 65.44% |
09.07.2024 | 1.48% | 66.65 % | 67.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 66'847 CHF | 67'847 CHF | 99.20% | 99.20% |
08.07.2024 | 1.50% | 66.35 % | 67.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 66'363 CHF | 67'363 CHF | 98.38% | 98.38% |
05.07.2024 | 1.48% | 66.40 % | 67.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 66'883 CHF | 67'883 CHF | 98.52% | 98.52% |
04.07.2024 | 1.50% | 66.35 % | 67.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 66'059 CHF | 67'059 CHF | 96.99% | 96.99% |
03.07.2024 | 1.47% | 67.15 % | 68.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 67'423 CHF | 68'423 CHF | 97.62% | 97.62% |
02.07.2024 | 1.47% | 67.95 % | 68.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 67'659 CHF | 68'659 CHF | 100.00% | 100.00% |