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% | 58.71 % | 59.30 % | 250'000 | 200'000 | 250'000 | 200'000 | 148'712 CHF | 120'166 CHF | 100.00% | 100.00% |
12.07.2024 | 1.00% | 59.16 % | 59.75 % | 250'000 | 200'000 | 250'000 | 200'000 | 149'307 CHF | 120'645 CHF | 100.00% | 100.00% |
11.07.2024 | 1.00% | 60.54 % | 61.15 % | 250'000 | 200'000 | 250'000 | 200'000 | 149'732 CHF | 120'991 CHF | 99.99% | 99.99% |
10.07.2024 | 1.00% | 59.00 % | 59.59 % | 250'000 | 200'000 | 250'000 | 200'000 | 148'142 CHF | 119'706 CHF | 100.00% | 100.00% |
09.07.2024 | 1.00% | 59.43 % | 60.03 % | 250'000 | 200'000 | 250'000 | 200'000 | 149'624 CHF | 120'902 CHF | 100.00% | 100.00% |
08.07.2024 | 1.00% | 59.62 % | 60.22 % | 250'000 | 200'000 | 250'000 | 200'000 | 150'770 CHF | 121'832 CHF | 99.25% | 99.25% |
05.07.2024 | 1.00% | 60.55 % | 61.16 % | 250'000 | 200'000 | 250'000 | 200'000 | 151'423 CHF | 122'358 CHF | 99.99% | 99.99% |
04.07.2024 | 1.00% | 59.62 % | 60.22 % | 250'000 | 200'000 | 250'000 | 200'000 | 148'748 CHF | 120'198 CHF | 100.00% | 100.00% |
03.07.2024 | 1.00% | 58.09 % | 58.67 % | 250'000 | 200'000 | 250'000 | 200'000 | 145'316 CHF | 117'420 CHF | 99.87% | 99.87% |
02.07.2024 | 1.00% | 57.51 % | 58.09 % | 250'000 | 200'000 | 250'000 | 200'000 | 141'839 CHF | 114'614 CHF | 100.00% | 100.00% |