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 | 0.80% | 61.68 % | 62.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 155'734 CHF | 156'984 CHF | 100.00% | 100.00% |
12.07.2024 | 0.79% | 63.72 % | 64.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 158'266 CHF | 159'516 CHF | 73.40% | 73.40% |
11.07.2024 | 0.78% | 63.93 % | 64.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 159'467 CHF | 160'717 CHF | 100.00% | 100.00% |
10.07.2024 | 0.79% | 63.65 % | 64.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 156'781 CHF | 158'031 CHF | 94.73% | 94.73% |
09.07.2024 | 0.78% | 62.61 % | 63.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 159'170 CHF | 160'420 CHF | 97.75% | 97.75% |
08.07.2024 | 0.78% | 64.67 % | 65.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 160'193 CHF | 161'443 CHF | 99.77% | 99.77% |
05.07.2024 | 0.76% | 64.34 % | 64.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 163'188 CHF | 164'438 CHF | 99.33% | 99.33% |
04.07.2024 | 0.80% | 61.55 % | 62.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 154'690 CHF | 155'940 CHF | 98.26% | 98.26% |
03.07.2024 | 0.81% | 61.76 % | 62.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 152'835 CHF | 154'085 CHF | 100.00% | 100.00% |
02.07.2024 | 0.84% | 59.79 % | 60.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 148'840 CHF | 150'090 CHF | 99.46% | 99.46% |