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% | 65.44 % | 66.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 164'862 CHF | 166'518 CHF | 100.00% | 100.00% |
12.07.2024 | 1.00% | 66.37 % | 67.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 166'797 CHF | 168'472 CHF | 100.00% | 100.00% |
11.07.2024 | 1.00% | 66.54 % | 67.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 165'156 CHF | 166'811 CHF | 100.00% | 100.00% |
10.07.2024 | 1.00% | 65.30 % | 65.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 164'250 CHF | 165'897 CHF | 100.00% | 100.00% |
09.07.2024 | 1.00% | 65.37 % | 66.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 163'812 CHF | 165'460 CHF | 100.00% | 100.00% |
08.07.2024 | 1.00% | 65.85 % | 66.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 167'214 CHF | 168'896 CHF | 99.74% | 99.74% |
05.07.2024 | 1.00% | 66.28 % | 66.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 165'961 CHF | 167'632 CHF | 100.00% | 100.00% |
04.07.2024 | 1.00% | 66.22 % | 66.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 166'504 CHF | 168'179 CHF | 100.00% | 100.00% |
03.07.2024 | 1.00% | 66.58 % | 67.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 164'649 CHF | 166'299 CHF | 99.07% | 99.07% |
02.07.2024 | 1.00% | 65.14 % | 65.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 164'257 CHF | 165'907 CHF | 100.00% | 100.00% |