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 | 0.66% | 37.38 % | 37.63 % | 500'000 | 500'000 | 500'000 | 500'000 | 189'643 CHF | 190'891 CHF | 100.00% | 100.00% |
12.07.2024 | 1.08% | 38.68 % | 39.43 % | 500'000 | 500'000 | 500'000 | 500'000 | 193'401 CHF | 195'506 CHF | 100.00% | 100.00% |
11.07.2024 | 1.67% | 38.88 % | 39.63 % | 500'000 | 500'000 | 500'000 | 500'000 | 194'124 CHF | 197'401 CHF | 100.00% | 100.00% |
10.07.2024 | 0.98% | 39.08 % | 39.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 190'787 CHF | 192'663 CHF | 100.00% | 100.00% |
09.07.2024 | 0.98% | 38.28 % | 38.53 % | 500'000 | 500'000 | 500'000 | 500'000 | 195'076 CHF | 197'000 CHF | 100.00% | 100.00% |
08.07.2024 | 1.90% | 39.48 % | 40.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 194'940 CHF | 198'689 CHF | 100.00% | 100.00% |
05.07.2024 | 1.85% | 39.18 % | 39.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 200'334 CHF | 204'084 CHF | 97.13% | 97.13% |
04.07.2024 | 2.01% | 36.68 % | 37.43 % | 500'000 | 500'000 | 500'000 | 500'000 | 185'089 CHF | 188'839 CHF | 99.46% | 99.46% |
03.07.2024 | 1.47% | 36.88 % | 37.63 % | 500'000 | 500'000 | 500'000 | 500'000 | 182'799 CHF | 185'508 CHF | 100.00% | 100.00% |
02.07.2024 | 0.70% | 35.68 % | 35.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 177'162 CHF | 178'411 CHF | 100.00% | 100.00% |