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 | 2.08% | 46.05 % | 47.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 47'609 CHF | 48'609 CHF | 98.13% | 98.13% |
12.07.2024 | 2.00% | 50.05 % | 51.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 49'506 CHF | 50'506 CHF | 81.82% | 81.82% |
11.07.2024 | 1.97% | 50.60 % | 51.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 50'262 CHF | 51'262 CHF | 98.59% | 98.59% |
10.07.2024 | 2.02% | 50.20 % | 51.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 48'932 CHF | 49'932 CHF | 59.59% | 59.59% |
09.07.2024 | 1.97% | 48.75 % | 49.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 50'299 CHF | 51'299 CHF | 99.20% | 99.20% |
08.07.2024 | 1.94% | 51.90 % | 52.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 50'977 CHF | 51'977 CHF | 98.38% | 98.38% |
05.07.2024 | 1.91% | 51.50 % | 52.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 51'795 CHF | 52'795 CHF | 88.92% | 88.92% |
04.07.2024 | 2.12% | 46.40 % | 47.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 46'689 CHF | 47'689 CHF | 96.99% | 96.99% |
03.07.2024 | 2.17% | 46.45 % | 47.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 45'674 CHF | 46'674 CHF | 97.62% | 97.62% |
02.07.2024 | 2.27% | 43.85 % | 44.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 43'568 CHF | 44'568 CHF | 100.00% | 100.00% |