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 | 0.82% | 97.49 % | 98.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'238 CHF | 245'238 CHF | 100.00% | 100.00% |
12.07.2024 | 0.83% | 96.95 % | 97.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'365 CHF | 243'365 CHF | 100.00% | 100.00% |
11.07.2024 | 0.83% | 95.90 % | 96.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'915 CHF | 240'915 CHF | 100.00% | 100.00% |
10.07.2024 | 0.83% | 96.22 % | 97.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'600 CHF | 242'600 CHF | 100.00% | 100.00% |
09.07.2024 | 0.85% | 93.80 % | 94.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'155 CHF | 235'155 CHF | 100.00% | 100.00% |
08.07.2024 | 0.85% | 93.39 % | 94.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'274 CHF | 236'274 CHF | 99.83% | 99.83% |
05.07.2024 | 0.86% | 92.68 % | 93.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'057 CHF | 233'057 CHF | 100.00% | 100.00% |
04.07.2024 | 0.91% | 88.33 % | 89.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'341 CHF | 220'341 CHF | 81.62% | 81.62% |
03.07.2024 | 0.91% | 86.90 % | 87.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'975 CHF | 221'975 CHF | 96.87% | 96.87% |
02.07.2024 | 0.97% | 84.14 % | 84.94 % | 250'000 | 250'000 | 250'000 | 249'255 | 205'297 CHF | 206'680 CHF | 85.41% | 85.41% |