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 | 0.85% | 93.32 % | 94.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'388 CHF | 235'388 CHF | 100.00% | 100.00% |
12.07.2024 | 0.86% | 92.84 % | 93.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'339 CHF | 233'339 CHF | 100.00% | 100.00% |
11.07.2024 | 0.87% | 91.93 % | 92.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'772 CHF | 231'772 CHF | 100.00% | 100.00% |
10.07.2024 | 0.88% | 91.43 % | 92.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'833 CHF | 228'833 CHF | 100.00% | 100.00% |
09.07.2024 | 0.88% | 90.15 % | 90.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'855 CHF | 227'855 CHF | 100.00% | 100.00% |
08.07.2024 | 0.89% | 89.76 % | 90.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'577 CHF | 226'577 CHF | 99.08% | 99.08% |
05.07.2024 | 0.88% | 89.88 % | 90.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'948 CHF | 227'948 CHF | 100.00% | 100.00% |
04.07.2024 | 0.89% | 89.80 % | 90.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'648 CHF | 225'648 CHF | 100.00% | 100.00% |
03.07.2024 | 0.88% | 90.61 % | 91.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'081 CHF | 229'081 CHF | 99.07% | 99.07% |
02.07.2024 | 0.87% | 92.02 % | 92.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'474 CHF | 231'474 CHF | 100.00% | 100.00% |