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 | 0.91% | 86.62 % | 87.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'733 CHF | 220'733 CHF | 100.00% | 100.00% |
12.07.2024 | 0.91% | 87.77 % | 88.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'769 CHF | 220'769 CHF | 100.00% | 100.00% |
11.07.2024 | 0.91% | 87.27 % | 88.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'632 CHF | 219'632 CHF | 100.00% | 100.00% |
10.07.2024 | 0.92% | 86.82 % | 87.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'507 CHF | 218'507 CHF | 100.00% | 100.00% |
09.07.2024 | 0.92% | 86.53 % | 87.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'116 CHF | 219'116 CHF | 100.00% | 100.00% |
08.07.2024 | 0.92% | 86.50 % | 87.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'495 CHF | 218'495 CHF | 99.72% | 99.72% |
05.07.2024 | 0.92% | 86.30 % | 87.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'388 CHF | 218'388 CHF | 100.00% | 100.00% |
04.07.2024 | 0.92% | 86.63 % | 87.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'590 CHF | 218'590 CHF | 100.00% | 100.00% |
03.07.2024 | 0.92% | 86.55 % | 87.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'840 CHF | 217'840 CHF | 99.85% | 99.85% |
02.07.2024 | 0.93% | 86.45 % | 87.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'027 CHF | 217'027 CHF | 100.00% | 100.00% |