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 | 0.87% | 91.75 % | 92.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'808 CHF | 231'808 CHF | 100.00% | 100.00% |
12.07.2024 | 0.86% | 92.28 % | 93.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'139 CHF | 233'139 CHF | 100.00% | 100.00% |
11.07.2024 | 0.87% | 92.07 % | 92.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'394 CHF | 231'394 CHF | 99.99% | 99.99% |
10.07.2024 | 0.86% | 92.49 % | 93.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'086 CHF | 233'086 CHF | 100.00% | 100.00% |
09.07.2024 | 0.88% | 90.25 % | 91.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'053 CHF | 228'053 CHF | 100.00% | 100.00% |
08.07.2024 | 0.87% | 90.81 % | 91.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'117 CHF | 230'117 CHF | 99.80% | 99.80% |
05.07.2024 | 0.87% | 90.81 % | 91.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'202 CHF | 230'202 CHF | 100.00% | 100.00% |
04.07.2024 | 0.87% | 91.17 % | 91.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'662 CHF | 230'662 CHF | 100.00% | 100.00% |
03.07.2024 | 0.87% | 91.24 % | 92.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'534 CHF | 230'534 CHF | 99.06% | 99.06% |
02.07.2024 | 0.89% | 89.80 % | 90.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'754 CHF | 226'754 CHF | 100.00% | 100.00% |