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% | 50.76 % | 51.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 127'264 CHF | 128'540 CHF | 100.00% | 100.00% |
12.07.2024 | 1.00% | 51.49 % | 52.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 128'502 CHF | 129'797 CHF | 100.00% | 100.00% |
11.07.2024 | 1.00% | 53.00 % | 53.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 131'029 CHF | 132'340 CHF | 99.96% | 99.96% |
10.07.2024 | 1.00% | 52.22 % | 52.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 130'741 CHF | 132'057 CHF | 100.00% | 100.00% |
09.07.2024 | 1.00% | 51.71 % | 52.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 133'489 CHF | 134'832 CHF | 100.00% | 100.00% |
08.07.2024 | 1.00% | 53.81 % | 54.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 133'309 CHF | 134'648 CHF | 99.91% | 99.91% |
05.07.2024 | 1.00% | 54.35 % | 54.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 135'945 CHF | 137'313 CHF | 100.00% | 100.00% |
04.07.2024 | 1.00% | 53.94 % | 54.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 135'001 CHF | 136'354 CHF | 100.00% | 100.00% |
03.07.2024 | 1.00% | 55.12 % | 55.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 136'794 CHF | 138'171 CHF | 99.05% | 99.05% |
02.07.2024 | 1.00% | 53.72 % | 54.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 131'146 CHF | 132'463 CHF | 99.99% | 99.99% |