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 | 0.89% | 88.92 % | 89.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'694 CHF | 224'694 CHF | 100.00% | 100.00% |
12.07.2024 | 0.90% | 88.70 % | 89.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'290 CHF | 223'290 CHF | 100.00% | 100.00% |
11.07.2024 | 0.90% | 88.29 % | 89.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'523 CHF | 222'523 CHF | 99.98% | 99.98% |
10.07.2024 | 0.91% | 87.99 % | 88.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'234 CHF | 221'234 CHF | 100.00% | 100.00% |
09.07.2024 | 0.91% | 87.43 % | 88.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'901 CHF | 220'901 CHF | 100.00% | 100.00% |
08.07.2024 | 0.91% | 87.38 % | 88.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'411 CHF | 220'411 CHF | 99.68% | 99.68% |
05.07.2024 | 0.91% | 87.28 % | 88.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'626 CHF | 220'626 CHF | 100.00% | 100.00% |
04.07.2024 | 0.91% | 87.29 % | 88.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'970 CHF | 219'970 CHF | 100.00% | 100.00% |
03.07.2024 | 0.91% | 87.45 % | 88.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'649 CHF | 220'649 CHF | 99.95% | 99.95% |
02.07.2024 | 0.91% | 87.66 % | 88.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'824 CHF | 220'824 CHF | 100.00% | 100.00% |