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 | 1.81% | 73.41 % | 74.15 % | 250'000 | 250'000 | 129'052 | 129'052 | 95'993 CHF | 97'570 CHF | 96.67% | 96.67% |
12.07.2024 | 1.85% | 78.29 % | 79.08 % | 250'000 | 250'000 | 122'352 | 122'352 | 98'738 CHF | 100'434 CHF | 93.03% | 93.03% |
11.07.2024 | 1.81% | 73.60 % | 74.34 % | 250'000 | 250'000 | 128'793 | 128'793 | 93'506 CHF | 95'044 CHF | 97.90% | 97.90% |
10.07.2024 | 1.79% | 73.49 % | 74.23 % | 250'000 | 250'000 | 131'249 | 131'249 | 95'988 CHF | 97'536 CHF | 100.00% | 100.00% |
09.07.2024 | 1.79% | 74.64 % | 75.39 % | 250'000 | 250'000 | 131'249 | 131'249 | 99'805 CHF | 101'421 CHF | 100.00% | 100.00% |
08.07.2024 | 1.79% | 75.60 % | 76.36 % | 250'000 | 250'000 | 131'352 | 131'352 | 101'629 CHF | 103'273 CHF | 99.67% | 99.67% |
05.07.2024 | 1.79% | 77.36 % | 78.14 % | 250'000 | 250'000 | 131'274 | 131'274 | 101'395 CHF | 103'030 CHF | 99.92% | 99.92% |
04.07.2024 | 1.79% | 78.41 % | 79.20 % | 250'000 | 250'000 | 131'249 | 131'249 | 102'080 CHF | 103'727 CHF | 100.00% | 100.00% |
03.07.2024 | 1.60% | 79.32 % | 80.12 % | 250'000 | 250'000 | 154'323 | 155'783 | 125'577 CHF | 128'542 CHF | 99.77% | 99.77% |
02.07.2024 | 0.88% | 84.61 % | 85.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'409 CHF | 227'409 CHF | 89.56% | 89.56% |