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% | 88.90 % | 89.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'337 CHF | 227'337 CHF | 100.00% | 100.00% |
12.07.2024 | 0.88% | 91.13 % | 91.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'760 CHF | 228'760 CHF | 100.00% | 100.00% |
11.07.2024 | 0.89% | 90.89 % | 91.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'016 CHF | 225'016 CHF | 92.45% | 92.45% |
10.07.2024 | 0.94% | 86.04 % | 86.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'880 CHF | 213'880 CHF | 100.00% | 100.00% |
09.07.2024 | 0.90% | 84.80 % | 85.60 % | 250'000 | 250'000 | 246'317 | 250'000 | 217'469 CHF | 222'732 CHF | 91.68% | 91.68% |
08.07.2024 | 0.90% | 89.45 % | 90.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'114 CHF | 223'114 CHF | 99.64% | 99.64% |
05.07.2024 | 0.90% | 87.56 % | 88.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'662 CHF | 223'662 CHF | 100.00% | 100.00% |
04.07.2024 | 0.90% | 88.74 % | 89.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'625 CHF | 223'625 CHF | 100.00% | 100.00% |
03.07.2024 | 0.91% | 88.80 % | 89.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'015 CHF | 220'015 CHF | 99.61% | 99.61% |
02.07.2024 | 0.92% | 87.05 % | 87.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'089 CHF | 218'089 CHF | 100.00% | 100.00% |