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% | 76.54 % | 77.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 193'545 CHF | 195'490 CHF | 100.00% | 100.00% |
12.07.2024 | 1.00% | 76.88 % | 77.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 191'698 CHF | 193'625 CHF | 100.00% | 100.00% |
11.07.2024 | 1.00% | 75.00 % | 75.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 187'344 CHF | 189'225 CHF | 62.40% | 62.40% |
10.07.2024 | 1.00% | 73.05 % | 73.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 180'514 CHF | 182'324 CHF | 99.99% | 99.99% |
09.07.2024 | 1.00% | 70.49 % | 71.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 180'909 CHF | 182'725 CHF | 100.00% | 100.00% |
08.07.2024 | 1.00% | 72.55 % | 73.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 182'775 CHF | 184'613 CHF | 99.23% | 99.23% |
05.07.2024 | 1.00% | 72.66 % | 73.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 180'103 CHF | 181'907 CHF | 100.00% | 100.00% |
04.07.2024 | 1.00% | 71.70 % | 72.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 179'392 CHF | 181'192 CHF | 100.00% | 100.00% |
03.07.2024 | 1.00% | 71.81 % | 72.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 181'305 CHF | 183'129 CHF | 99.84% | 99.84% |
02.07.2024 | 1.00% | 72.12 % | 72.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 184'083 CHF | 185'930 CHF | 100.00% | 100.00% |