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 | 0.97% | 82.59 % | 83.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'500 CHF | 207'500 CHF | 100.00% | 100.00% |
12.07.2024 | 0.95% | 83.28 % | 84.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'852 CHF | 210'852 CHF | 100.00% | 100.00% |
11.07.2024 | 0.97% | 82.60 % | 83.40 % | 250'000 | 130'000 | 250'000 | 147'424 | 205'344 CHF | 122'706 CHF | 91.80% | 91.80% |
10.07.2024 | 0.88% | 90.69 % | 91.49 % | 250'000 | 220'000 | 250'000 | 249'474 | 226'464 CHF | 227'983 CHF | 100.00% | 100.00% |
09.07.2024 | 0.87% | 91.46 % | 92.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'756 CHF | 231'756 CHF | 100.00% | 100.00% |
08.07.2024 | 0.86% | 92.30 % | 93.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'061 CHF | 234'061 CHF | 99.18% | 99.18% |
05.07.2024 | 0.86% | 92.29 % | 93.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'189 CHF | 233'189 CHF | 100.00% | 100.00% |
04.07.2024 | 0.86% | 91.94 % | 92.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'712 CHF | 232'712 CHF | 94.70% | 94.70% |
03.07.2024 | 0.90% | 89.48 % | 90.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'534 CHF | 223'534 CHF | 99.55% | 99.55% |
02.07.2024 | 0.93% | 85.58 % | 86.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'217 CHF | 215'217 CHF | 100.00% | 100.00% |