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 | 0.88% | 89.77 % | 90.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'299 CHF | 227'299 CHF | 100.00% | 100.00% |
12.07.2024 | 0.88% | 90.82 % | 91.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'697 CHF | 227'697 CHF | 100.00% | 100.00% |
11.07.2024 | 0.90% | 89.74 % | 90.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'236 CHF | 222'236 CHF | 100.00% | 100.00% |
10.07.2024 | 0.91% | 87.70 % | 88.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'631 CHF | 220'631 CHF | 100.00% | 100.00% |
09.07.2024 | 0.91% | 86.01 % | 86.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'481 CHF | 220'481 CHF | 100.00% | 100.00% |
08.07.2024 | 0.90% | 88.69 % | 89.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'557 CHF | 223'557 CHF | 99.36% | 99.36% |
05.07.2024 | 0.89% | 88.69 % | 89.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'778 CHF | 224'778 CHF | 100.00% | 100.00% |
04.07.2024 | 0.90% | 88.22 % | 89.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'457 CHF | 223'457 CHF | 100.00% | 100.00% |
03.07.2024 | 0.91% | 87.98 % | 88.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'882 CHF | 219'882 CHF | 99.58% | 99.58% |
02.07.2024 | 0.93% | 85.39 % | 86.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'316 CHF | 216'316 CHF | 100.00% | 100.00% |