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% | 65.52 % | 66.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 166'096 CHF | 167'765 CHF | 100.00% | 100.00% |
12.07.2024 | 1.00% | 68.06 % | 68.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 167'949 CHF | 169'637 CHF | 100.00% | 100.00% |
11.07.2024 | 1.00% | 66.32 % | 66.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 165'975 CHF | 167'644 CHF | 68.12% | 68.12% |
10.07.2024 | 1.00% | 63.73 % | 64.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 155'066 CHF | 156'626 CHF | 100.00% | 100.00% |
09.07.2024 | 1.00% | 60.85 % | 61.46 % | 250'000 | 210'000 | 250'000 | 240'544 | 154'154 CHF | 149'879 CHF | 100.00% | 100.00% |
08.07.2024 | 1.00% | 64.00 % | 64.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 160'637 CHF | 162'251 CHF | 99.63% | 99.63% |
05.07.2024 | 1.00% | 64.01 % | 64.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 162'972 CHF | 164'611 CHF | 99.99% | 99.99% |
04.07.2024 | 1.00% | 63.98 % | 64.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 159'794 CHF | 161'398 CHF | 100.00% | 100.00% |
03.07.2024 | 1.00% | 64.20 % | 64.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 159'063 CHF | 160'662 CHF | 99.65% | 99.65% |
02.07.2024 | 1.00% | 62.42 % | 63.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 154'223 CHF | 155'775 CHF | 99.21% | 99.21% |