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% | 65.46 % | 66.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 163'590 CHF | 165'233 CHF | 100.00% | 100.00% |
12.07.2024 | 1.00% | 66.49 % | 67.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 167'604 CHF | 169'289 CHF | 100.00% | 100.00% |
11.07.2024 | 1.00% | 66.52 % | 67.19 % | 250'000 | 205'000 | 249'912 | 223'222 | 165'800 CHF | 149'656 CHF | 89.81% | 89.81% |
10.07.2024 | 0.99% | 80.46 % | 81.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 200'959 CHF | 202'959 CHF | 100.00% | 100.00% |
09.07.2024 | 0.96% | 82.21 % | 83.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'519 CHF | 208'519 CHF | 100.00% | 100.00% |
08.07.2024 | 0.96% | 82.55 % | 83.35 % | 250'000 | 230'000 | 250'000 | 236'570 | 208'021 CHF | 198'761 CHF | 99.03% | 99.03% |
05.07.2024 | 0.96% | 82.53 % | 83.33 % | 250'000 | 240'000 | 250'000 | 246'187 | 207'077 CHF | 205'900 CHF | 100.00% | 100.00% |
04.07.2024 | 0.96% | 82.71 % | 83.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'512 CHF | 209'512 CHF | 94.69% | 94.69% |
03.07.2024 | 1.00% | 79.59 % | 80.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 196'525 CHF | 198'498 CHF | 99.80% | 99.80% |
02.07.2024 | 1.00% | 75.36 % | 76.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 187'684 CHF | 189'568 CHF | 100.00% | 100.00% |