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% | 94.06 % | 94.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'519 CHF | 237'519 CHF | 100.00% | 100.00% |
12.07.2024 | 0.84% | 94.23 % | 95.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'756 CHF | 237'756 CHF | 100.00% | 100.00% |
11.07.2024 | 0.85% | 94.43 % | 95.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'105 CHF | 237'105 CHF | 100.00% | 100.00% |
10.07.2024 | 0.85% | 93.47 % | 94.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'935 CHF | 234'935 CHF | 100.00% | 100.00% |
09.07.2024 | 0.85% | 92.99 % | 93.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'669 CHF | 235'669 CHF | 100.00% | 100.00% |
08.07.2024 | 0.86% | 92.29 % | 93.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'062 CHF | 233'062 CHF | 99.44% | 99.44% |
05.07.2024 | 0.86% | 92.37 % | 93.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'883 CHF | 232'883 CHF | 99.94% | 99.94% |
04.07.2024 | 0.86% | 92.28 % | 93.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'410 CHF | 232'410 CHF | 100.00% | 100.00% |
03.07.2024 | 0.87% | 91.87 % | 92.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'783 CHF | 231'783 CHF | 99.67% | 99.67% |
02.07.2024 | 0.88% | 90.58 % | 91.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'188 CHF | 227'188 CHF | 100.00% | 100.00% |