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 | 1.88% | 52.70 % | 53.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 52'789 CHF | 53'789 CHF | 77.47% | 77.47% |
12.07.2024 | 1.30% | 79.05 % | 80.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 76'729 CHF | 77'729 CHF | 79.53% | 79.53% |
11.07.2024 | 1.36% | 73.45 % | 74.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 72'906 CHF | 73'906 CHF | 96.46% | 96.46% |
10.07.2024 | 1.48% | 69.40 % | 70.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 67'302 CHF | 68'302 CHF | 58.23% | 58.23% |
09.07.2024 | 1.40% | 67.55 % | 68.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 71'017 CHF | 72'017 CHF | 99.20% | 99.20% |
08.07.2024 | 1.36% | 71.85 % | 72.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 73'082 CHF | 74'082 CHF | 96.01% | 96.01% |
05.07.2024 | 1.28% | 72.85 % | 73.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 77'878 CHF | 78'878 CHF | 98.52% | 98.52% |
04.07.2024 | 1.34% | 75.20 % | 76.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 74'342 CHF | 75'342 CHF | 96.99% | 96.99% |
03.07.2024 | 1.39% | 72.80 % | 73.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 71'515 CHF | 72'515 CHF | 97.62% | 97.62% |
02.07.2024 | 1.50% | 69.55 % | 70.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 66'381 CHF | 67'381 CHF | 95.84% | 95.84% |