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 | 0.90% | 88.63 % | 89.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'068 CHF | 224'068 CHF | 100.00% | 100.00% |
12.07.2024 | 0.90% | 88.61 % | 89.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'028 CHF | 223'028 CHF | 100.00% | 100.00% |
11.07.2024 | 0.90% | 88.12 % | 88.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'145 CHF | 222'145 CHF | 100.00% | 100.00% |
10.07.2024 | 0.91% | 87.87 % | 88.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'021 CHF | 221'021 CHF | 100.00% | 100.00% |
09.07.2024 | 0.91% | 87.34 % | 88.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'704 CHF | 220'704 CHF | 100.00% | 100.00% |
08.07.2024 | 0.91% | 87.32 % | 88.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'318 CHF | 220'318 CHF | 99.67% | 99.67% |
05.07.2024 | 0.91% | 87.25 % | 88.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'567 CHF | 220'567 CHF | 100.00% | 100.00% |
04.07.2024 | 0.91% | 87.29 % | 88.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'009 CHF | 220'009 CHF | 100.00% | 100.00% |
03.07.2024 | 0.91% | 87.41 % | 88.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'524 CHF | 220'524 CHF | 99.90% | 99.90% |
02.07.2024 | 0.91% | 87.56 % | 88.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'559 CHF | 220'559 CHF | 100.00% | 100.00% |