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 | 1.15% | 86.37 % | 87.37 % | 150'000 | 150'000 | 150'000 | 150'000 | 130'181 CHF | 131'681 CHF | 100.00% | 100.00% |
12.07.2024 | 1.14% | 87.59 % | 88.59 % | 150'000 | 150'000 | 150'000 | 150'000 | 130'585 CHF | 132'085 CHF | 100.00% | 100.00% |
11.07.2024 | 1.18% | 86.47 % | 87.47 % | 150'000 | 150'000 | 150'000 | 150'000 | 126'787 CHF | 128'287 CHF | 100.00% | 100.00% |
10.07.2024 | 1.18% | 84.22 % | 85.22 % | 150'000 | 150'000 | 150'000 | 150'000 | 125'871 CHF | 127'371 CHF | 100.00% | 100.00% |
09.07.2024 | 1.19% | 82.32 % | 83.32 % | 150'000 | 150'000 | 150'000 | 150'000 | 125'801 CHF | 127'301 CHF | 100.00% | 100.00% |
08.07.2024 | 1.17% | 85.27 % | 86.27 % | 150'000 | 150'000 | 150'000 | 150'000 | 127'816 CHF | 129'316 CHF | 99.34% | 99.34% |
05.07.2024 | 1.16% | 85.23 % | 86.23 % | 150'000 | 150'000 | 150'000 | 150'000 | 128'624 CHF | 130'124 CHF | 100.00% | 100.00% |
04.07.2024 | 1.17% | 84.82 % | 85.82 % | 150'000 | 150'000 | 150'000 | 150'000 | 127'844 CHF | 129'344 CHF | 100.00% | 100.00% |
03.07.2024 | 1.19% | 84.43 % | 85.43 % | 150'000 | 150'000 | 150'000 | 150'000 | 125'374 CHF | 126'874 CHF | 99.72% | 99.72% |
02.07.2024 | 1.21% | 81.63 % | 82.63 % | 150'000 | 150'000 | 150'000 | 150'000 | 123'006 CHF | 124'506 CHF | 100.00% | 100.00% |