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 | 1.77% | 55.70 % | 56.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 56'073 CHF | 57'073 CHF | 98.49% | 98.49% |
12.07.2024 | 1.75% | 56.95 % | 57.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 56'538 CHF | 57'538 CHF | 81.97% | 81.97% |
11.07.2024 | 1.77% | 56.30 % | 57.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 56'140 CHF | 57'140 CHF | 98.59% | 98.59% |
10.07.2024 | 1.82% | 55.25 % | 56.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 54'454 CHF | 55'454 CHF | 86.85% | 86.85% |
09.07.2024 | 1.82% | 53.95 % | 54.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 54'330 CHF | 55'330 CHF | 99.20% | 99.20% |
08.07.2024 | 1.79% | 55.40 % | 56.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 55'498 CHF | 56'498 CHF | 98.38% | 98.38% |
05.07.2024 | 1.77% | 55.35 % | 56.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 55'961 CHF | 56'961 CHF | 98.52% | 98.52% |
04.07.2024 | 1.79% | 55.55 % | 56.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 55'482 CHF | 56'482 CHF | 96.99% | 96.99% |
03.07.2024 | 1.79% | 55.75 % | 56.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 55'438 CHF | 56'438 CHF | 97.62% | 97.62% |
02.07.2024 | 1.81% | 55.05 % | 56.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 54'610 CHF | 55'610 CHF | 100.00% | 100.00% |