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 | 1.13% | 88.28 % | 89.28 % | 150'000 | 150'000 | 150'000 | 150'000 | 131'683 CHF | 133'183 CHF | 100.00% | 100.00% |
12.07.2024 | 1.13% | 89.73 % | 90.73 % | 150'000 | 150'000 | 150'000 | 150'000 | 132'574 CHF | 134'074 CHF | 98.84% | 98.84% |
11.07.2024 | 1.12% | 91.60 % | 92.60 % | 150'000 | 150'000 | 150'000 | 150'000 | 133'018 CHF | 134'518 CHF | 97.07% | 97.07% |
10.07.2024 | 1.14% | 89.29 % | 90.29 % | 150'000 | 150'000 | 150'000 | 150'000 | 130'470 CHF | 131'970 CHF | 97.96% | 97.96% |
09.07.2024 | 1.16% | 87.77 % | 88.77 % | 150'000 | 150'000 | 150'000 | 150'000 | 128'796 CHF | 130'296 CHF | 86.83% | 86.83% |
08.07.2024 | 1.13% | 89.30 % | 90.30 % | 150'000 | 150'000 | 150'000 | 150'000 | 131'747 CHF | 133'247 CHF | 83.44% | 83.44% |
05.07.2024 | 1.01% | 97.66 % | 98.66 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'079 CHF | 148'579 CHF | 100.00% | 100.00% |
04.07.2024 | 1.01% | 98.37 % | 99.37 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'775 CHF | 149'275 CHF | 100.00% | 100.00% |
03.07.2024 | 1.02% | 97.51 % | 98.51 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'319 CHF | 147'819 CHF | 99.74% | 99.74% |
02.07.2024 | 1.02% | 97.79 % | 98.79 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'000 CHF | 148'500 CHF | 100.00% | 100.00% |