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 | 0.91% | 86.95 % | 87.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'957 CHF | 219'957 CHF | 100.00% | 100.00% |
12.07.2024 | 0.91% | 87.06 % | 87.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'630 CHF | 219'630 CHF | 100.00% | 100.00% |
11.07.2024 | 0.92% | 86.92 % | 87.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'038 CHF | 219'038 CHF | 100.00% | 100.00% |
10.07.2024 | 0.92% | 86.62 % | 87.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'162 CHF | 218'162 CHF | 100.00% | 100.00% |
09.07.2024 | 0.92% | 86.30 % | 87.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'119 CHF | 218'119 CHF | 100.00% | 100.00% |
08.07.2024 | 0.92% | 86.33 % | 87.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'779 CHF | 217'779 CHF | 99.14% | 99.14% |
05.07.2024 | 0.92% | 86.22 % | 87.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'824 CHF | 217'824 CHF | 100.00% | 100.00% |
04.07.2024 | 0.92% | 86.27 % | 87.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'585 CHF | 217'585 CHF | 100.00% | 100.00% |
03.07.2024 | 0.93% | 86.09 % | 86.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'055 CHF | 217'055 CHF | 99.86% | 99.86% |
02.07.2024 | 0.93% | 86.09 % | 86.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'051 CHF | 217'051 CHF | 100.00% | 100.00% |