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 | 0.97% | 81.93 % | 82.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'108 CHF | 208'108 CHF | 100.00% | 100.00% |
12.07.2024 | 0.97% | 82.17 % | 82.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'429 CHF | 206'429 CHF | 100.00% | 100.00% |
11.07.2024 | 0.98% | 81.36 % | 82.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 203'032 CHF | 205'032 CHF | 100.00% | 100.00% |
10.07.2024 | 0.99% | 80.90 % | 81.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'072 CHF | 203'072 CHF | 100.00% | 100.00% |
09.07.2024 | 0.99% | 80.06 % | 80.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 200'845 CHF | 202'845 CHF | 100.00% | 100.00% |
08.07.2024 | 0.99% | 80.13 % | 80.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 200'408 CHF | 202'408 CHF | 99.88% | 99.88% |
05.07.2024 | 0.99% | 79.88 % | 80.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 200'466 CHF | 202'466 CHF | 100.00% | 100.00% |
04.07.2024 | 1.00% | 79.98 % | 80.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 199'623 CHF | 201'623 CHF | 100.00% | 100.00% |
03.07.2024 | 0.99% | 80.11 % | 80.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 200'249 CHF | 202'249 CHF | 99.78% | 99.78% |
02.07.2024 | 0.99% | 80.38 % | 81.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 200'172 CHF | 202'172 CHF | 100.00% | 100.00% |