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% | 59.14 % | 59.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 147'762 CHF | 149'246 CHF | 99.99% | 99.99% |
12.07.2024 | 0.80% | 101.75 % | 102.57 % | 238'000 | 250'000 | 238'719 | 250'000 | 242'791 CHF | 256'314 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.77 % | 101.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'432 CHF | 253'456 CHF | 100.00% | 100.00% |
10.07.2024 | 0.81% | 98.81 % | 99.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'709 CHF | 246'709 CHF | 100.00% | 100.00% |
09.07.2024 | 0.81% | 96.92 % | 97.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'860 CHF | 247'860 CHF | 100.00% | 100.00% |
08.07.2024 | 0.81% | 98.46 % | 99.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'369 CHF | 249'369 CHF | 93.81% | 93.81% |
05.07.2024 | 0.80% | 97.13 % | 97.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'669 CHF | 250'674 CHF | 99.98% | 99.98% |
04.07.2024 | 0.81% | 99.02 % | 99.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'721 CHF | 248'721 CHF | 100.00% | 100.00% |
03.07.2024 | 0.82% | 97.78 % | 98.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'518 CHF | 244'518 CHF | 99.93% | 99.93% |
02.07.2024 | 0.85% | 95.42 % | 96.22 % | 250'000 | 245'000 | 250'000 | 247'060 | 234'405 CHF | 233'597 CHF | 41.89% | 41.89% |