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 | 0.86% | 92.37 % | 93.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'468 CHF | 234'468 CHF | 100.00% | 100.00% |
12.07.2024 | 0.85% | 93.51 % | 94.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'172 CHF | 235'172 CHF | 100.00% | 100.00% |
11.07.2024 | 0.86% | 93.11 % | 93.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'211 CHF | 233'211 CHF | 99.99% | 99.99% |
10.07.2024 | 0.86% | 91.78 % | 92.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'922 CHF | 232'922 CHF | 100.00% | 100.00% |
09.07.2024 | 0.85% | 93.22 % | 94.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'115 CHF | 235'115 CHF | 100.00% | 100.00% |
08.07.2024 | 0.84% | 93.28 % | 94.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'689 CHF | 238'689 CHF | 99.54% | 99.54% |
05.07.2024 | 0.84% | 94.70 % | 95.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'964 CHF | 238'964 CHF | 100.00% | 100.00% |
04.07.2024 | 0.84% | 94.58 % | 95.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'537 CHF | 238'537 CHF | 100.00% | 100.00% |
03.07.2024 | 0.84% | 94.56 % | 95.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'210 CHF | 239'210 CHF | 99.86% | 99.86% |
02.07.2024 | 0.84% | 94.92 % | 95.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'704 CHF | 239'704 CHF | 100.00% | 100.00% |