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 | 1.05% | 94.91 % | 95.91 % | 70'000 | 70'000 | 70'000 | 70'000 | 66'417 CHF | 67'117 CHF | 100.00% | 100.00% |
12.07.2024 | 1.05% | 95.35 % | 96.35 % | 70'000 | 70'000 | 70'000 | 70'000 | 66'277 CHF | 66'977 CHF | 100.00% | 100.00% |
11.07.2024 | 1.06% | 94.28 % | 95.28 % | 70'000 | 70'000 | 70'000 | 70'000 | 65'506 CHF | 66'206 CHF | 88.65% | 88.65% |
10.07.2024 | 1.07% | 92.96 % | 93.96 % | 70'000 | 70'000 | 70'000 | 70'000 | 65'050 CHF | 65'750 CHF | 91.60% | 91.60% |
09.07.2024 | 1.08% | 91.60 % | 92.60 % | 70'000 | 70'000 | 70'000 | 70'000 | 64'604 CHF | 65'304 CHF | 100.00% | 100.00% |
08.07.2024 | 1.06% | 93.80 % | 94.80 % | 70'000 | 70'000 | 70'000 | 70'000 | 65'900 CHF | 66'600 CHF | 100.00% | 100.00% |
05.07.2024 | 1.04% | 94.89 % | 95.89 % | 70'000 | 70'000 | 70'000 | 70'000 | 66'837 CHF | 67'537 CHF | 99.42% | 99.42% |
04.07.2024 | 1.05% | 95.20 % | 96.20 % | 70'000 | 70'000 | 70'000 | 70'000 | 66'631 CHF | 67'331 CHF | 99.99% | 99.99% |
03.07.2024 | 1.05% | 95.25 % | 96.25 % | 70'000 | 70'000 | 70'000 | 70'000 | 66'549 CHF | 67'249 CHF | 91.14% | 91.14% |
02.07.2024 | 1.07% | 93.94 % | 94.94 % | 70'000 | 70'000 | 70'000 | 70'000 | 65'372 CHF | 66'072 CHF | 91.34% | 91.34% |