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 | 1.26% | 79.16 % | 80.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 197'882 CHF | 200'382 CHF | 100.00% | 100.00% |
12.07.2024 | 1.15% | 86.71 % | 87.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'265 CHF | 217'765 CHF | 100.00% | 100.00% |
11.07.2024 | 1.16% | 85.76 % | 86.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'638 CHF | 216'138 CHF | 100.00% | 100.00% |
10.07.2024 | 1.17% | 84.64 % | 85.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'700 CHF | 214'200 CHF | 100.00% | 100.00% |
09.07.2024 | 1.16% | 85.07 % | 86.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'755 CHF | 216'255 CHF | 100.00% | 100.00% |
08.07.2024 | 1.16% | 85.69 % | 86.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'476 CHF | 216'976 CHF | 99.80% | 99.80% |
05.07.2024 | 1.15% | 85.75 % | 86.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'785 CHF | 219'285 CHF | 100.00% | 100.00% |
04.07.2024 | 1.16% | 86.29 % | 87.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'178 CHF | 217'678 CHF | 100.00% | 100.00% |
03.07.2024 | 1.16% | 85.80 % | 86.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'011 CHF | 216'511 CHF | 99.66% | 99.66% |
02.07.2024 | 1.18% | 85.04 % | 86.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'243 CHF | 213'743 CHF | 99.98% | 99.98% |