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 | 2.32% | 42.40 % | 43.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 42'684 CHF | 43'684 CHF | 98.49% | 98.49% |
12.07.2024 | 2.30% | 43.40 % | 44.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 43'062 CHF | 44'062 CHF | 81.98% | 81.98% |
11.07.2024 | 2.31% | 42.85 % | 43.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 42'761 CHF | 43'761 CHF | 96.46% | 96.46% |
10.07.2024 | 2.38% | 42.15 % | 43.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 41'495 CHF | 42'495 CHF | 86.81% | 86.81% |
09.07.2024 | 2.39% | 41.10 % | 42.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 41'411 CHF | 42'411 CHF | 99.20% | 99.20% |
08.07.2024 | 2.33% | 42.25 % | 43.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 42'369 CHF | 43'369 CHF | 98.38% | 98.38% |
05.07.2024 | 2.31% | 42.25 % | 43.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 42'727 CHF | 43'727 CHF | 98.47% | 98.47% |
04.07.2024 | 2.33% | 42.40 % | 43.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 42'356 CHF | 43'356 CHF | 96.99% | 96.99% |
03.07.2024 | 2.33% | 42.65 % | 43.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 42'425 CHF | 43'425 CHF | 97.62% | 97.62% |
02.07.2024 | 2.37% | 42.10 % | 43.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 41'781 CHF | 42'781 CHF | 100.00% | 100.00% |