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 | 0.94% | 84.30 % | 85.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'234 CHF | 214'234 CHF | 100.00% | 100.00% |
12.07.2024 | 0.95% | 84.58 % | 85.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'114 CHF | 212'114 CHF | 100.00% | 100.00% |
11.07.2024 | 0.96% | 83.48 % | 84.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'222 CHF | 210'222 CHF | 100.00% | 100.00% |
10.07.2024 | 0.97% | 82.93 % | 83.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'832 CHF | 207'832 CHF | 100.00% | 100.00% |
09.07.2024 | 0.97% | 81.82 % | 82.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'251 CHF | 207'251 CHF | 100.00% | 100.00% |
08.07.2024 | 0.97% | 81.69 % | 82.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'209 CHF | 206'209 CHF | 99.77% | 99.77% |
05.07.2024 | 0.97% | 81.52 % | 82.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'835 CHF | 206'835 CHF | 99.92% | 99.92% |
04.07.2024 | 0.98% | 81.69 % | 82.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 203'560 CHF | 205'560 CHF | 100.00% | 100.00% |
03.07.2024 | 0.97% | 82.01 % | 82.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'213 CHF | 207'213 CHF | 99.94% | 99.94% |
02.07.2024 | 0.97% | 82.47 % | 83.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'197 CHF | 207'197 CHF | 100.00% | 100.00% |