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 | 1.76% | 55.95 % | 56.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 56'250 CHF | 57'250 CHF | 98.49% | 98.49% |
12.07.2024 | 1.75% | 57.15 % | 58.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 56'728 CHF | 57'728 CHF | 81.97% | 81.97% |
11.07.2024 | 1.76% | 56.50 % | 57.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 56'345 CHF | 57'345 CHF | 98.59% | 98.59% |
10.07.2024 | 1.81% | 55.45 % | 56.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 54'651 CHF | 55'651 CHF | 86.85% | 86.85% |
09.07.2024 | 1.82% | 54.15 % | 55.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 54'521 CHF | 55'521 CHF | 99.20% | 99.20% |
08.07.2024 | 1.78% | 55.55 % | 56.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 55'687 CHF | 56'687 CHF | 98.38% | 98.38% |
05.07.2024 | 1.77% | 55.60 % | 56.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 56'153 CHF | 57'153 CHF | 98.52% | 98.52% |
04.07.2024 | 1.78% | 55.75 % | 56.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 55'671 CHF | 56'671 CHF | 96.99% | 96.99% |
03.07.2024 | 1.78% | 55.85 % | 56.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 55'636 CHF | 56'636 CHF | 97.62% | 97.62% |
02.07.2024 | 1.81% | 55.20 % | 56.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 54'817 CHF | 55'817 CHF | 99.79% | 99.79% |