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 | 0.79% | 63.04 % | 63.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 157'403 CHF | 158'653 CHF | 94.06% | 94.06% |
12.07.2024 | 0.77% | 63.86 % | 64.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 161'003 CHF | 162'253 CHF | 78.76% | 78.76% |
11.07.2024 | 0.78% | 64.22 % | 64.72 % | 250'000 | 250'000 | 251'914 | 251'914 | 160'425 CHF | 161'684 CHF | 88.13% | 88.13% |
10.07.2024 | 0.67% | 74.27 % | 74.77 % | 500'000 | 500'000 | 500'000 | 500'000 | 370'148 CHF | 372'648 CHF | 94.73% | 94.73% |
09.07.2024 | 0.66% | 75.25 % | 75.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 379'643 CHF | 382'143 CHF | 97.52% | 97.52% |
08.07.2024 | 0.64% | 76.83 % | 77.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 388'365 CHF | 390'865 CHF | 99.77% | 99.77% |
05.07.2024 | 0.65% | 76.87 % | 77.37 % | 500'000 | 500'000 | 500'000 | 500'000 | 385'965 CHF | 388'465 CHF | 98.23% | 98.23% |
04.07.2024 | 0.65% | 76.55 % | 77.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 385'675 CHF | 388'175 CHF | 88.20% | 88.20% |
03.07.2024 | 0.70% | 72.72 % | 73.22 % | 500'000 | 500'000 | 500'000 | 500'000 | 357'735 CHF | 360'235 CHF | 90.02% | 90.02% |
02.07.2024 | 0.73% | 68.18 % | 68.68 % | 500'000 | 500'000 | 500'000 | 500'000 | 339'860 CHF | 342'360 CHF | 99.19% | 99.19% |