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 | 0.95% | 83.52 % | 84.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'909 CHF | 211'909 CHF | 100.00% | 100.00% |
12.07.2024 | 0.95% | 83.87 % | 84.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'089 CHF | 212'089 CHF | 100.00% | 100.00% |
11.07.2024 | 0.95% | 84.29 % | 85.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'995 CHF | 210'995 CHF | 100.00% | 100.00% |
10.07.2024 | 0.97% | 82.69 % | 83.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'560 CHF | 207'560 CHF | 100.00% | 100.00% |
09.07.2024 | 0.96% | 82.00 % | 82.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'017 CHF | 209'017 CHF | 100.00% | 100.00% |
08.07.2024 | 0.98% | 81.23 % | 82.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 203'666 CHF | 205'666 CHF | 99.44% | 99.44% |
05.07.2024 | 0.98% | 81.41 % | 82.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 203'541 CHF | 205'541 CHF | 100.00% | 100.00% |
04.07.2024 | 0.98% | 81.22 % | 82.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 202'661 CHF | 204'661 CHF | 100.00% | 100.00% |
03.07.2024 | 0.99% | 80.66 % | 81.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'817 CHF | 203'817 CHF | 99.80% | 99.80% |
02.07.2024 | 1.00% | 78.76 % | 79.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 195'325 CHF | 197'285 CHF | 100.00% | 100.00% |