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% | 71.23 % | 73.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 182'762 CHF | 184'600 CHF | 0.15% | 85.02% |
12.07.2024 | 0.92% | 87.82 % | 88.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'185 CHF | 219'185 CHF | 99.94% | 99.94% |
11.07.2024 | 0.93% | 85.73 % | 86.53 % | 250'000 | 240'000 | 250'000 | 240'246 | 213'731 CHF | 207'312 CHF | 100.00% | 100.00% |
10.07.2024 | 0.95% | 84.28 % | 85.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'039 CHF | 211'039 CHF | 100.00% | 100.00% |
09.07.2024 | 0.94% | 83.88 % | 84.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'154 CHF | 214'154 CHF | 99.99% | 99.99% |
08.07.2024 | 0.93% | 85.17 % | 85.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'000 CHF | 216'000 CHF | 94.99% | 94.99% |
05.07.2024 | 0.91% | 85.23 % | 86.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'027 CHF | 220'027 CHF | 100.00% | 100.00% |
04.07.2024 | 0.93% | 86.21 % | 87.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'784 CHF | 216'784 CHF | 100.00% | 100.00% |
03.07.2024 | 0.94% | 85.49 % | 86.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'391 CHF | 214'391 CHF | 99.74% | 99.74% |
02.07.2024 | 0.96% | 84.07 % | 84.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'883 CHF | 208'883 CHF | 100.00% | 100.00% |