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% | 55.25 % | 55.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 137'886 CHF | 139'271 CHF | 100.00% | 100.00% |
12.07.2024 | 1.00% | 68.17 % | 68.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 166'512 CHF | 168'185 CHF | 100.00% | 100.00% |
11.07.2024 | 1.00% | 65.00 % | 65.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 161'608 CHF | 163'233 CHF | 100.00% | 100.00% |
10.07.2024 | 1.00% | 63.04 % | 63.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 154'841 CHF | 156'397 CHF | 100.00% | 100.00% |
09.07.2024 | 1.00% | 62.09 % | 62.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 159'371 CHF | 160'974 CHF | 94.32% | 94.32% |
08.07.2024 | 1.00% | 64.45 % | 65.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 163'124 CHF | 164'766 CHF | 94.44% | 94.44% |
05.07.2024 | 1.00% | 65.00 % | 65.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 170'784 CHF | 172'501 CHF | 99.99% | 99.99% |
04.07.2024 | 1.00% | 66.78 % | 67.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 165'444 CHF | 167'107 CHF | 100.00% | 100.00% |
03.07.2024 | 1.00% | 65.38 % | 66.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 161'224 CHF | 162'843 CHF | 99.77% | 99.77% |
02.07.2024 | 1.00% | 63.38 % | 64.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 153'671 CHF | 155'216 CHF | 100.00% | 100.00% |