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% | 62.68 % | 63.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 160'914 CHF | 162'533 CHF | 100.00% | 100.00% |
12.07.2024 | 1.00% | 68.07 % | 68.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 167'806 CHF | 169'490 CHF | 100.00% | 100.00% |
11.07.2024 | 1.00% | 68.58 % | 69.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 170'156 CHF | 171'867 CHF | 98.82% | 98.82% |
10.07.2024 | 1.00% | 67.51 % | 68.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 163'770 CHF | 165'417 CHF | 100.00% | 100.00% |
09.07.2024 | 1.00% | 65.56 % | 66.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 169'691 CHF | 171'395 CHF | 100.00% | 100.00% |
08.07.2024 | 1.00% | 69.60 % | 70.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 172'228 CHF | 173'959 CHF | 99.14% | 99.14% |
05.07.2024 | 1.00% | 69.47 % | 70.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 179'381 CHF | 181'184 CHF | 92.07% | 92.07% |
04.07.2024 | 1.00% | 62.83 % | 63.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 159'015 CHF | 160'616 CHF | 100.00% | 100.00% |
03.07.2024 | 1.00% | 63.17 % | 63.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 154'091 CHF | 155'640 CHF | 99.94% | 99.94% |
02.07.2024 | 1.00% | 58.13 % | 58.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 144'380 CHF | 145'829 CHF | 100.00% | 100.00% |