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 | 1.40% | 70.15 % | 71.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 71'146 CHF | 72'146 CHF | 98.48% | 98.48% |
12.07.2024 | 1.40% | 71.80 % | 72.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 71'167 CHF | 72'167 CHF | 81.75% | 81.75% |
11.07.2024 | 1.40% | 71.60 % | 72.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 70'969 CHF | 71'969 CHF | 98.32% | 98.32% |
10.07.2024 | 1.40% | 70.10 % | 71.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 71'030 CHF | 72'030 CHF | 86.68% | 86.68% |
09.07.2024 | 1.38% | 71.15 % | 72.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 72'203 CHF | 73'203 CHF | 98.98% | 98.98% |
08.07.2024 | 1.35% | 72.75 % | 73.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 73'367 CHF | 74'367 CHF | 98.37% | 98.37% |
05.07.2024 | 1.34% | 73.35 % | 74.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 73'854 CHF | 74'854 CHF | 98.52% | 98.52% |
04.07.2024 | 1.35% | 73.70 % | 74.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 73'695 CHF | 74'695 CHF | 96.97% | 96.97% |
03.07.2024 | 1.34% | 73.70 % | 74.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 74'106 CHF | 75'106 CHF | 97.61% | 97.61% |
02.07.2024 | 1.34% | 74.05 % | 75.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 74'009 CHF | 75'009 CHF | 99.94% | 99.94% |