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 | 0.58% | 86.33 % | 86.83 % | 200'000 | 50'000 | 200'000 | 50'000 | 172'601 CHF | 43'400 CHF | 99.99% | 99.99% |
12.07.2024 | 0.59% | 85.41 % | 85.91 % | 200'000 | 50'000 | 200'000 | 50'000 | 170'030 CHF | 42'757 CHF | 78.76% | 78.76% |
11.07.2024 | 0.59% | 84.33 % | 84.83 % | 200'000 | 50'000 | 200'000 | 50'000 | 168'544 CHF | 42'386 CHF | 100.00% | 100.00% |
10.07.2024 | 0.60% | 83.66 % | 84.16 % | 200'000 | 50'000 | 200'000 | 50'000 | 165'616 CHF | 41'654 CHF | 94.72% | 94.72% |
09.07.2024 | 0.61% | 82.16 % | 82.66 % | 200'000 | 50'000 | 200'000 | 50'000 | 164'765 CHF | 41'441 CHF | 97.74% | 97.74% |
08.07.2024 | 0.61% | 81.76 % | 82.26 % | 200'000 | 50'000 | 200'000 | 50'000 | 163'606 CHF | 41'152 CHF | 99.77% | 99.77% |
05.07.2024 | 0.61% | 81.79 % | 82.29 % | 200'000 | 50'000 | 200'000 | 50'000 | 164'686 CHF | 41'421 CHF | 100.00% | 100.00% |
04.07.2024 | 0.61% | 81.76 % | 82.26 % | 200'000 | 50'000 | 200'000 | 50'000 | 162'773 CHF | 40'943 CHF | 98.26% | 98.26% |
03.07.2024 | 0.60% | 82.65 % | 83.15 % | 200'000 | 50'000 | 200'000 | 50'000 | 165'820 CHF | 41'705 CHF | 100.00% | 100.00% |
02.07.2024 | 0.60% | 83.42 % | 83.92 % | 200'000 | 50'000 | 200'000 | 50'000 | 166'320 CHF | 41'830 CHF | 100.00% | 100.00% |