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 | 0.86% | 91.65 % | 92.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'228 CHF | 232'228 CHF | 100.00% | 100.00% |
12.07.2024 | 0.87% | 91.37 % | 92.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'837 CHF | 230'837 CHF | 100.00% | 100.00% |
11.07.2024 | 0.88% | 90.42 % | 91.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'453 CHF | 228'453 CHF | 100.00% | 100.00% |
10.07.2024 | 0.90% | 89.48 % | 90.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'474 CHF | 223'474 CHF | 100.00% | 100.00% |
09.07.2024 | 0.91% | 86.81 % | 87.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'251 CHF | 220'251 CHF | 100.00% | 100.00% |
08.07.2024 | 0.92% | 86.21 % | 87.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'022 CHF | 218'022 CHF | 99.91% | 99.91% |
05.07.2024 | 0.92% | 86.04 % | 86.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'585 CHF | 218'585 CHF | 100.00% | 100.00% |
04.07.2024 | 0.93% | 86.12 % | 86.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'036 CHF | 216'036 CHF | 100.00% | 100.00% |
03.07.2024 | 0.93% | 85.42 % | 86.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'730 CHF | 215'730 CHF | 99.76% | 99.76% |
02.07.2024 | 0.93% | 85.65 % | 86.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'332 CHF | 216'332 CHF | 99.99% | 99.99% |