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 | 0.98% | 82.89 % | 83.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'126 CHF | 206'126 CHF | 100.00% | 100.00% |
12.07.2024 | 1.00% | 78.91 % | 79.70 % | 250'000 | 230'000 | 250'000 | 242'392 | 197'455 CHF | 193'346 CHF | 100.00% | 100.00% |
11.07.2024 | 1.00% | 78.60 % | 79.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 191'078 CHF | 192'995 CHF | 100.00% | 100.00% |
10.07.2024 | 1.00% | 74.75 % | 75.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 193'142 CHF | 195'086 CHF | 99.99% | 99.99% |
09.07.2024 | 1.00% | 76.54 % | 77.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 194'777 CHF | 196'728 CHF | 100.00% | 100.00% |
08.07.2024 | 1.00% | 79.21 % | 80.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 199'844 CHF | 201'844 CHF | 84.94% | 84.94% |
05.07.2024 | 0.98% | 80.71 % | 81.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 203'873 CHF | 205'873 CHF | 99.99% | 99.99% |
04.07.2024 | 0.98% | 81.07 % | 81.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 202'631 CHF | 204'631 CHF | 100.00% | 100.00% |
03.07.2024 | 0.99% | 81.64 % | 82.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 200'333 CHF | 202'333 CHF | 94.41% | 94.41% |
02.07.2024 | 1.00% | 77.13 % | 77.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 191'638 CHF | 193'563 CHF | 100.00% | 100.00% |