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 | 1.39% | 87.31 % | 88.51 % | 100'000 | 100'000 | 100'000 | 100'000 | 85'908 CHF | 87'108 CHF | 84.18% | 84.18% |
12.07.2024 | 1.38% | 87.38 % | 88.58 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'045 CHF | 87'245 CHF | 68.02% | 68.02% |
11.07.2024 | 1.42% | 83.12 % | 84.32 % | 100'000 | 100'000 | 100'000 | 100'000 | 83'647 CHF | 84'847 CHF | 64.78% | 64.78% |
10.07.2024 | 1.44% | 82.38 % | 83.58 % | 100'000 | 100'000 | 100'000 | 100'000 | 82'851 CHF | 84'051 CHF | 94.73% | 94.73% |
09.07.2024 | 1.45% | 81.68 % | 82.88 % | 100'000 | 100'000 | 100'000 | 100'000 | 82'153 CHF | 83'353 CHF | 80.62% | 80.62% |
08.07.2024 | 1.41% | 84.50 % | 85.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'768 CHF | 85'968 CHF | 41.89% | 41.89% |
05.07.2024 | 1.37% | 85.61 % | 86.81 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'028 CHF | 88'228 CHF | 100.00% | 100.00% |
04.07.2024 | 1.39% | 86.01 % | 87.21 % | 100'000 | 100'000 | 100'000 | 100'000 | 85'886 CHF | 87'086 CHF | 89.24% | 89.24% |
03.07.2024 | 1.38% | 86.83 % | 88.03 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'085 CHF | 87'285 CHF | 100.00% | 100.00% |
02.07.2024 | 1.44% | 83.44 % | 84.64 % | 100'000 | 100'000 | 100'000 | 100'000 | 82'848 CHF | 84'048 CHF | 72.30% | 72.30% |