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 | 0.87% | 90.78 % | 91.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'108 CHF | 230'108 CHF | 100.00% | 100.00% |
12.07.2024 | 0.89% | 90.29 % | 91.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'976 CHF | 225'976 CHF | 100.00% | 100.00% |
11.07.2024 | 0.90% | 88.81 % | 89.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'526 CHF | 223'526 CHF | 99.99% | 99.99% |
10.07.2024 | 0.92% | 87.94 % | 88.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'515 CHF | 219'515 CHF | 99.99% | 99.99% |
09.07.2024 | 0.92% | 86.24 % | 87.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'484 CHF | 218'484 CHF | 100.00% | 100.00% |
08.07.2024 | 0.93% | 86.06 % | 86.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'104 CHF | 217'104 CHF | 99.81% | 99.81% |
05.07.2024 | 0.92% | 85.87 % | 86.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'055 CHF | 218'055 CHF | 100.00% | 100.00% |
04.07.2024 | 0.93% | 85.98 % | 86.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'020 CHF | 216'020 CHF | 100.00% | 100.00% |
03.07.2024 | 0.92% | 86.46 % | 87.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'581 CHF | 218'581 CHF | 99.92% | 99.92% |
02.07.2024 | 0.92% | 87.23 % | 88.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'910 CHF | 218'910 CHF | 100.00% | 100.00% |