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 | 0.88% | 89.19 % | 89.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'845 CHF | 227'845 CHF | 100.00% | 100.00% |
12.07.2024 | 0.90% | 90.02 % | 90.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'143 CHF | 224'143 CHF | 100.00% | 100.00% |
11.07.2024 | 0.91% | 87.14 % | 87.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'193 CHF | 220'193 CHF | 62.86% | 62.86% |
10.07.2024 | 0.95% | 85.04 % | 85.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'256 CHF | 212'256 CHF | 100.00% | 100.00% |
09.07.2024 | 0.95% | 81.87 % | 82.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'985 CHF | 211'985 CHF | 99.99% | 99.99% |
08.07.2024 | 0.93% | 84.14 % | 84.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'412 CHF | 215'412 CHF | 99.15% | 99.15% |
05.07.2024 | 0.95% | 84.84 % | 85.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'438 CHF | 212'438 CHF | 100.00% | 100.00% |
04.07.2024 | 0.95% | 83.72 % | 84.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'350 CHF | 211'350 CHF | 100.00% | 100.00% |
03.07.2024 | 0.95% | 83.60 % | 84.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'363 CHF | 212'363 CHF | 99.82% | 99.82% |
02.07.2024 | 0.94% | 83.55 % | 84.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'417 CHF | 214'417 CHF | 100.00% | 100.00% |