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% | 91.30 % | 92.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'147 CHF | 231'147 CHF | 100.00% | 100.00% |
12.07.2024 | 0.87% | 91.92 % | 92.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'071 CHF | 231'071 CHF | 100.00% | 100.00% |
11.07.2024 | 0.87% | 91.65 % | 92.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'641 CHF | 230'641 CHF | 100.00% | 100.00% |
10.07.2024 | 0.88% | 91.07 % | 91.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'241 CHF | 229'241 CHF | 100.00% | 100.00% |
09.07.2024 | 0.88% | 90.50 % | 91.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'562 CHF | 228'562 CHF | 100.00% | 100.00% |
08.07.2024 | 0.88% | 90.74 % | 91.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'070 CHF | 229'070 CHF | 99.30% | 99.30% |
05.07.2024 | 0.88% | 90.61 % | 91.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'053 CHF | 229'053 CHF | 100.00% | 100.00% |
04.07.2024 | 0.88% | 90.96 % | 91.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'328 CHF | 229'328 CHF | 100.00% | 100.00% |
03.07.2024 | 0.88% | 90.85 % | 91.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'559 CHF | 228'559 CHF | 99.61% | 99.61% |
02.07.2024 | 0.89% | 90.07 % | 90.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'543 CHF | 226'543 CHF | 100.00% | 100.00% |