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% | 75.85 % | 76.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 192'013 CHF | 193'942 CHF | 100.00% | 100.00% |
12.07.2024 | 1.00% | 78.84 % | 79.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 194'326 CHF | 196'279 CHF | 100.00% | 100.00% |
11.07.2024 | 1.00% | 76.61 % | 77.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 191'946 CHF | 193'875 CHF | 68.12% | 68.12% |
10.07.2024 | 1.00% | 73.42 % | 74.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 177'506 CHF | 179'292 CHF | 100.00% | 100.00% |
09.07.2024 | 1.00% | 69.12 % | 69.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 175'939 CHF | 177'709 CHF | 100.00% | 100.00% |
08.07.2024 | 1.00% | 73.62 % | 74.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 184'933 CHF | 186'792 CHF | 99.71% | 99.71% |
05.07.2024 | 1.00% | 73.52 % | 74.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 187'572 CHF | 189'457 CHF | 100.00% | 100.00% |
04.07.2024 | 1.00% | 73.38 % | 74.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 183'293 CHF | 185'134 CHF | 100.00% | 100.00% |
03.07.2024 | 1.00% | 73.70 % | 74.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 182'429 CHF | 184'264 CHF | 99.75% | 99.75% |
02.07.2024 | 1.00% | 71.25 % | 71.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 175'706 CHF | 177'472 CHF | 98.48% | 98.48% |