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 | 1.72% | 99.50 % | 101.40 % | 50'000 | 50'000 | 120'275 | 120'275 | 119'809 CHF | 121'235 CHF | 99.69% | 99.69% |
12.07.2024 | 1.71% | 100.70 % | 102.60 % | 50'000 | 50'000 | 115'511 | 115'511 | 116'469 CHF | 117'863 CHF | 98.47% | 98.47% |
11.07.2024 | 1.72% | 100.00 % | 101.90 % | 50'000 | 50'000 | 119'701 | 119'701 | 119'376 CHF | 120'798 CHF | 99.55% | 99.55% |
10.07.2024 | 1.75% | 98.60 % | 100.50 % | 50'000 | 50'000 | 119'329 | 119'329 | 116'556 CHF | 117'976 CHF | 99.47% | 99.47% |
09.07.2024 | 1.77% | 96.60 % | 98.50 % | 50'000 | 50'000 | 120'449 | 120'449 | 116'282 CHF | 117'709 CHF | 99.26% | 99.26% |
08.07.2024 | 1.77% | 96.80 % | 98.70 % | 50'000 | 50'000 | 119'895 | 119'895 | 116'218 CHF | 117'642 CHF | 99.60% | 99.60% |
05.07.2024 | 1.77% | 96.70 % | 98.60 % | 50'000 | 50'000 | 115'344 | 115'344 | 112'635 CHF | 114'028 CHF | 98.42% | 98.42% |
04.07.2024 | 1.74% | 99.00 % | 100.90 % | 50'000 | 50'000 | 118'075 | 118'009 | 116'877 CHF | 118'223 CHF | 98.50% | 98.50% |
03.07.2024 | 1.74% | 100.10 % | 102.00 % | 50'000 | 50'000 | 120'024 | 120'024 | 117'808 CHF | 119'233 CHF | 99.63% | 99.63% |
02.07.2024 | 1.75% | 97.70 % | 99.60 % | 50'000 | 50'000 | 119'795 | 119'234 | 117'101 CHF | 117'965 CHF | 99.59% | 99.59% |