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% | 72.03 % | 72.75 % | 150'000 | 150'000 | 150'000 | 150'000 | 108'646 CHF | 109'738 CHF | 96.07% | 96.07% |
12.07.2024 | 1.00% | 74.28 % | 75.03 % | 150'000 | 150'000 | 150'000 | 150'000 | 111'703 CHF | 112'825 CHF | 100.00% | 100.00% |
11.07.2024 | 1.00% | 74.86 % | 75.61 % | 150'000 | 150'000 | 150'000 | 150'000 | 108'346 CHF | 109'434 CHF | 99.99% | 99.99% |
10.07.2024 | 1.00% | 68.54 % | 69.23 % | 150'000 | 150'000 | 150'000 | 150'000 | 97'863 CHF | 98'844 CHF | 100.00% | 100.00% |
09.07.2024 | 1.00% | 66.72 % | 67.39 % | 150'000 | 150'000 | 150'000 | 150'000 | 112'398 CHF | 113'529 CHF | 90.26% | 90.26% |
08.07.2024 | 1.00% | 78.06 % | 78.84 % | 150'000 | 150'000 | 150'000 | 150'000 | 113'366 CHF | 114'504 CHF | 98.16% | 98.16% |
05.07.2024 | 1.00% | 74.11 % | 74.85 % | 150'000 | 150'000 | 150'000 | 150'000 | 114'692 CHF | 115'840 CHF | 100.00% | 100.00% |
04.07.2024 | 1.00% | 76.58 % | 77.35 % | 150'000 | 150'000 | 150'000 | 150'000 | 114'894 CHF | 116'049 CHF | 100.00% | 100.00% |
03.07.2024 | 1.00% | 77.33 % | 78.11 % | 150'000 | 142'000 | 150'000 | 148'282 | 111'435 CHF | 111'242 CHF | 99.81% | 99.81% |
02.07.2024 | 1.00% | 74.41 % | 75.16 % | 150'000 | 150'000 | 150'000 | 150'000 | 109'879 CHF | 110'984 CHF | 93.30% | 93.30% |