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% | 78.85 % | 79.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 196'438 CHF | 198'410 CHF | 100.00% | 100.00% |
12.07.2024 | 1.00% | 79.43 % | 80.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 199'596 CHF | 201'592 CHF | 100.00% | 100.00% |
11.07.2024 | 1.00% | 78.98 % | 79.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 196'446 CHF | 198'417 CHF | 91.78% | 91.78% |
10.07.2024 | 0.92% | 86.75 % | 87.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'697 CHF | 218'697 CHF | 100.00% | 100.00% |
09.07.2024 | 0.90% | 88.06 % | 88.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'012 CHF | 223'012 CHF | 100.00% | 100.00% |
08.07.2024 | 0.90% | 88.49 % | 89.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'296 CHF | 224'296 CHF | 99.14% | 99.14% |
05.07.2024 | 0.90% | 88.36 % | 89.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'460 CHF | 223'460 CHF | 100.00% | 100.00% |
04.07.2024 | 0.90% | 88.42 % | 89.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'510 CHF | 223'510 CHF | 94.69% | 94.69% |
03.07.2024 | 0.94% | 85.39 % | 86.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'356 CHF | 213'356 CHF | 99.88% | 99.88% |
02.07.2024 | 0.98% | 81.63 % | 82.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 203'414 CHF | 205'414 CHF | 100.00% | 100.00% |