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 | 0.70% | 71.37 % | 71.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 178'166 CHF | 179'416 CHF | 85.10% | 85.10% |
12.07.2024 | 0.68% | 72.43 % | 72.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 182'850 CHF | 184'100 CHF | 78.76% | 78.76% |
11.07.2024 | 0.64% | 72.90 % | 73.40 % | 250'000 | 250'000 | 249'994 | 250'000 | 198'413 CHF | 199'667 CHF | 51.29% | 51.29% |
10.07.2024 | 0.47% | 105.42 % | 105.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'530 CHF | 264'780 CHF | 94.73% | 94.73% |
09.07.2024 | 0.47% | 105.40 % | 105.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'507 CHF | 264'757 CHF | 97.75% | 97.75% |
08.07.2024 | 0.47% | 105.39 % | 105.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'571 CHF | 264'821 CHF | 99.77% | 99.77% |
05.07.2024 | 0.47% | 105.10 % | 105.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'881 CHF | 264'131 CHF | 100.00% | 100.00% |
04.07.2024 | 0.48% | 104.90 % | 105.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'416 CHF | 263'666 CHF | 98.26% | 98.26% |
03.07.2024 | 0.51% | 97.83 % | 98.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'032 CHF | 247'282 CHF | 3.92% | 3.92% |
02.07.2024 | 0.52% | 96.20 % | 96.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'591 CHF | 239'841 CHF | 99.19% | 99.19% |