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 | 0.88% | 90.59 % | 91.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'377 CHF | 229'377 CHF | 100.00% | 100.00% |
12.07.2024 | 0.89% | 90.22 % | 91.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'303 CHF | 226'303 CHF | 100.00% | 100.00% |
11.07.2024 | 0.90% | 89.11 % | 89.91 % | 241'000 | 250'000 | 248'296 | 250'000 | 220'546 CHF | 224'062 CHF | 99.99% | 99.99% |
10.07.2024 | 0.91% | 87.69 % | 88.49 % | 241'000 | 250'000 | 249'104 | 250'000 | 216'837 CHF | 219'621 CHF | 99.99% | 99.99% |
09.07.2024 | 0.92% | 86.55 % | 87.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'153 CHF | 219'153 CHF | 99.99% | 99.99% |
08.07.2024 | 0.92% | 86.24 % | 87.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'479 CHF | 217'479 CHF | 99.93% | 99.93% |
05.07.2024 | 0.92% | 86.20 % | 87.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'708 CHF | 218'708 CHF | 99.99% | 99.99% |
04.07.2024 | 0.93% | 86.09 % | 86.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'229 CHF | 216'229 CHF | 100.00% | 100.00% |
03.07.2024 | 0.93% | 85.70 % | 86.50 % | 250'000 | 239'000 | 250'000 | 248'729 | 214'950 CHF | 215'851 CHF | 99.62% | 99.62% |
02.07.2024 | 0.92% | 86.75 % | 87.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'699 CHF | 217'699 CHF | 99.98% | 99.98% |