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 | 0.84% | 94.00 % | 94.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'370 CHF | 238'370 CHF | 100.00% | 100.00% |
12.07.2024 | 0.85% | 93.92 % | 94.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'430 CHF | 236'430 CHF | 100.00% | 100.00% |
11.07.2024 | 0.85% | 93.38 % | 94.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'218 CHF | 235'218 CHF | 100.00% | 100.00% |
10.07.2024 | 0.87% | 92.46 % | 93.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'445 CHF | 231'445 CHF | 100.00% | 100.00% |
09.07.2024 | 0.87% | 91.39 % | 92.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'407 CHF | 231'407 CHF | 100.00% | 100.00% |
08.07.2024 | 0.87% | 91.20 % | 92.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'722 CHF | 229'722 CHF | 99.70% | 99.70% |
05.07.2024 | 0.87% | 90.58 % | 91.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'674 CHF | 229'674 CHF | 100.00% | 100.00% |
04.07.2024 | 0.88% | 90.78 % | 91.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'889 CHF | 227'889 CHF | 100.00% | 100.00% |
03.07.2024 | 0.89% | 89.56 % | 90.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'366 CHF | 226'366 CHF | 99.97% | 99.97% |
02.07.2024 | 0.88% | 90.46 % | 91.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'310 CHF | 227'310 CHF | 100.00% | 100.00% |