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% | 95.63 % | 96.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'869 CHF | 241'869 CHF | 100.00% | 100.00% |
12.07.2024 | 0.84% | 95.39 % | 96.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'335 CHF | 239'335 CHF | 100.00% | 100.00% |
11.07.2024 | 0.85% | 94.21 % | 95.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'000 CHF | 237'000 CHF | 100.00% | 100.00% |
10.07.2024 | 0.86% | 93.43 % | 94.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'387 CHF | 233'387 CHF | 100.00% | 100.00% |
09.07.2024 | 0.86% | 91.78 % | 92.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'454 CHF | 232'454 CHF | 100.00% | 100.00% |
08.07.2024 | 0.87% | 91.41 % | 92.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'724 CHF | 230'724 CHF | 99.67% | 99.67% |
05.07.2024 | 0.86% | 91.44 % | 92.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'298 CHF | 232'298 CHF | 100.00% | 100.00% |
04.07.2024 | 0.88% | 91.51 % | 92.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'546 CHF | 229'546 CHF | 100.00% | 100.00% |
03.07.2024 | 0.86% | 92.42 % | 93.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'337 CHF | 233'337 CHF | 99.07% | 99.07% |
02.07.2024 | 0.86% | 93.01 % | 93.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'214 CHF | 233'214 CHF | 100.00% | 100.00% |