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 | 0.83% | 95.51 % | 96.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'781 CHF | 240'781 CHF | 100.00% | 100.00% |
12.07.2024 | 0.83% | 95.49 % | 96.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'688 CHF | 240'688 CHF | 100.00% | 100.00% |
11.07.2024 | 0.83% | 95.48 % | 96.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'526 CHF | 240'526 CHF | 100.00% | 100.00% |
10.07.2024 | 0.84% | 95.36 % | 96.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'381 CHF | 240'381 CHF | 100.00% | 100.00% |
09.07.2024 | 0.84% | 95.31 % | 96.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'343 CHF | 240'343 CHF | 100.00% | 100.00% |
08.07.2024 | 0.84% | 95.33 % | 96.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'262 CHF | 240'262 CHF | 99.12% | 99.12% |
05.07.2024 | 0.84% | 95.30 % | 96.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'210 CHF | 240'210 CHF | 100.00% | 100.00% |
04.07.2024 | 0.84% | 95.24 % | 96.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'093 CHF | 240'093 CHF | 100.00% | 100.00% |
03.07.2024 | 0.84% | 95.24 % | 96.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'911 CHF | 239'911 CHF | 99.90% | 99.90% |
02.07.2024 | 0.84% | 95.18 % | 95.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'989 CHF | 239'989 CHF | 100.00% | 100.00% |