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 | 0.95% | 82.78 % | 83.58 % | 150'000 | 250'000 | 150'000 | 250'000 | 125'597 CHF | 211'328 CHF | 100.00% | 100.00% |
12.07.2024 | 0.98% | 82.55 % | 83.35 % | 150'000 | 250'000 | 150'000 | 250'000 | 122'422 CHF | 206'036 CHF | 100.00% | 100.00% |
11.07.2024 | 0.99% | 80.21 % | 81.01 % | 150'000 | 250'000 | 150'000 | 250'000 | 120'206 CHF | 202'344 CHF | 100.00% | 100.00% |
10.07.2024 | 1.00% | 79.12 % | 79.92 % | 150'000 | 250'000 | 150'000 | 250'000 | 116'293 CHF | 195'772 CHF | 100.00% | 100.00% |
09.07.2024 | 1.00% | 76.39 % | 77.16 % | 150'000 | 250'000 | 150'000 | 250'000 | 115'258 CHF | 194'030 CHF | 100.00% | 100.00% |
08.07.2024 | 1.00% | 76.26 % | 77.03 % | 150'000 | 250'000 | 150'000 | 250'000 | 114'494 CHF | 192'743 CHF | 99.90% | 99.90% |
05.07.2024 | 1.00% | 75.89 % | 76.65 % | 150'000 | 250'000 | 150'000 | 250'000 | 115'432 CHF | 194'322 CHF | 99.98% | 99.98% |
04.07.2024 | 1.00% | 76.15 % | 76.92 % | 150'000 | 250'000 | 150'000 | 250'000 | 113'338 CHF | 190'794 CHF | 100.00% | 100.00% |
03.07.2024 | 1.00% | 77.65 % | 78.43 % | 150'000 | 250'000 | 150'000 | 250'000 | 116'896 CHF | 196'786 CHF | 99.06% | 99.06% |
02.07.2024 | 1.00% | 78.59 % | 79.38 % | 150'000 | 250'000 | 150'000 | 250'000 | 116'971 CHF | 196'910 CHF | 100.00% | 100.00% |