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 | 2.36% | 31.87 % | 32.64 % | 500'000 | 500'000 | 500'000 | 500'000 | 161'472 CHF | 165'319 CHF | 100.00% | 100.00% |
12.07.2024 | 2.19% | 33.47 % | 34.24 % | 500'000 | 500'000 | 500'000 | 500'000 | 165'809 CHF | 169'482 CHF | 100.00% | 100.00% |
11.07.2024 | 2.27% | 33.67 % | 34.44 % | 500'000 | 500'000 | 500'000 | 500'000 | 167'390 CHF | 171'232 CHF | 100.00% | 100.00% |
10.07.2024 | 2.33% | 33.37 % | 34.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 163'296 CHF | 167'146 CHF | 100.00% | 100.00% |
09.07.2024 | 2.23% | 32.67 % | 33.44 % | 500'000 | 500'000 | 500'000 | 500'000 | 167'147 CHF | 170'913 CHF | 100.00% | 100.00% |
08.07.2024 | 1.63% | 34.67 % | 34.94 % | 500'000 | 500'000 | 500'000 | 500'000 | 169'732 CHF | 172'506 CHF | 100.00% | 100.00% |
05.07.2024 | 1.53% | 34.47 % | 34.74 % | 500'000 | 500'000 | 500'000 | 500'000 | 174'830 CHF | 177'526 CHF | 97.12% | 97.12% |
04.07.2024 | 1.72% | 31.77 % | 32.54 % | 500'000 | 500'000 | 500'000 | 500'000 | 161'222 CHF | 163'993 CHF | 99.45% | 99.45% |
03.07.2024 | 1.76% | 31.97 % | 32.74 % | 500'000 | 500'000 | 500'000 | 500'000 | 158'271 CHF | 161'091 CHF | 100.00% | 100.00% |
02.07.2024 | 1.54% | 30.37 % | 31.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 152'538 CHF | 154'910 CHF | 100.00% | 100.00% |