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 | 1.13% | 43.39 % | 43.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 110'089 CHF | 111'339 CHF | 100.00% | 100.00% |
12.07.2024 | 1.10% | 45.57 % | 46.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 113'063 CHF | 114'313 CHF | 100.00% | 100.00% |
11.07.2024 | 1.09% | 45.72 % | 46.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 113'634 CHF | 114'884 CHF | 100.00% | 100.00% |
10.07.2024 | 1.13% | 44.97 % | 45.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 110'376 CHF | 111'626 CHF | 100.00% | 100.00% |
09.07.2024 | 1.10% | 43.96 % | 44.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 112'868 CHF | 114'118 CHF | 100.00% | 100.00% |
08.07.2024 | 1.09% | 46.27 % | 46.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 114'387 CHF | 115'637 CHF | 99.67% | 99.67% |
05.07.2024 | 1.07% | 45.65 % | 46.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 116'128 CHF | 117'378 CHF | 99.99% | 99.99% |
04.07.2024 | 1.15% | 42.96 % | 43.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 108'429 CHF | 109'679 CHF | 100.00% | 100.00% |
03.07.2024 | 1.17% | 43.04 % | 43.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 105'980 CHF | 107'230 CHF | 99.75% | 99.75% |
02.07.2024 | 1.22% | 40.91 % | 41.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 101'710 CHF | 102'960 CHF | 100.00% | 100.00% |