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 | 1.06% | 93.63 % | 94.63 % | 150'000 | 150'000 | 150'000 | 150'000 | 140'692 CHF | 142'192 CHF | 100.00% | 100.00% |
12.07.2024 | 1.06% | 94.19 % | 95.19 % | 150'000 | 150'000 | 150'000 | 150'000 | 140'160 CHF | 141'660 CHF | 100.00% | 100.00% |
11.07.2024 | 1.08% | 93.24 % | 94.24 % | 150'000 | 150'000 | 150'000 | 150'000 | 137'916 CHF | 139'416 CHF | 99.99% | 99.99% |
10.07.2024 | 1.11% | 89.97 % | 90.97 % | 150'000 | 150'000 | 150'000 | 150'000 | 134'873 CHF | 136'373 CHF | 100.00% | 100.00% |
09.07.2024 | 1.11% | 88.39 % | 89.39 % | 150'000 | 150'000 | 150'000 | 150'000 | 133'982 CHF | 135'482 CHF | 100.00% | 100.00% |
08.07.2024 | 1.13% | 88.96 % | 89.96 % | 150'000 | 150'000 | 150'000 | 150'000 | 131'967 CHF | 133'467 CHF | 99.78% | 99.78% |
05.07.2024 | 1.12% | 88.14 % | 89.14 % | 150'000 | 150'000 | 150'000 | 150'000 | 132'652 CHF | 134'152 CHF | 99.99% | 99.99% |
04.07.2024 | 1.13% | 88.40 % | 89.40 % | 150'000 | 150'000 | 150'000 | 150'000 | 132'484 CHF | 133'984 CHF | 100.00% | 100.00% |
03.07.2024 | 1.15% | 87.39 % | 88.39 % | 150'000 | 150'000 | 150'000 | 150'000 | 130'194 CHF | 131'694 CHF | 99.01% | 99.01% |
02.07.2024 | 1.14% | 87.03 % | 88.03 % | 150'000 | 150'000 | 150'000 | 150'000 | 130'380 CHF | 131'880 CHF | 100.00% | 100.00% |