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 | 0.84% | 94.77 % | 95.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'883 CHF | 238'883 CHF | 100.00% | 100.00% |
12.07.2024 | 0.84% | 94.71 % | 95.51 % | 230'000 | 250'000 | 243'845 | 250'000 | 230'945 CHF | 238'775 CHF | 100.00% | 100.00% |
11.07.2024 | 0.84% | 94.70 % | 95.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'615 CHF | 238'615 CHF | 100.00% | 100.00% |
10.07.2024 | 0.84% | 94.59 % | 95.39 % | 232'000 | 250'000 | 232'081 | 250'000 | 219'530 CHF | 238'480 CHF | 100.00% | 100.00% |
09.07.2024 | 0.84% | 94.72 % | 95.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'817 CHF | 238'817 CHF | 100.00% | 100.00% |
08.07.2024 | 0.84% | 94.72 % | 95.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'757 CHF | 238'757 CHF | 99.24% | 99.24% |
05.07.2024 | 0.84% | 94.69 % | 95.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'673 CHF | 238'673 CHF | 100.00% | 100.00% |
04.07.2024 | 0.84% | 94.62 % | 95.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'554 CHF | 238'554 CHF | 100.00% | 100.00% |
03.07.2024 | 0.84% | 94.62 % | 95.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'370 CHF | 238'370 CHF | 99.84% | 99.84% |
02.07.2024 | 0.84% | 94.57 % | 95.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'446 CHF | 238'446 CHF | 100.00% | 100.00% |