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% | 95.55 % | 96.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'008 CHF | 242'008 CHF | 100.00% | 100.00% |
12.07.2024 | 0.84% | 95.70 % | 96.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'425 CHF | 240'425 CHF | 100.00% | 100.00% |
11.07.2024 | 0.84% | 94.65 % | 95.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'338 CHF | 238'338 CHF | 99.99% | 99.99% |
10.07.2024 | 0.84% | 94.42 % | 95.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'446 CHF | 239'446 CHF | 100.00% | 100.00% |
09.07.2024 | 0.83% | 95.45 % | 96.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'037 CHF | 242'037 CHF | 100.00% | 100.00% |
08.07.2024 | 0.82% | 96.39 % | 97.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'833 CHF | 243'833 CHF | 99.62% | 99.62% |
05.07.2024 | 0.82% | 96.48 % | 97.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'909 CHF | 243'909 CHF | 100.00% | 100.00% |
04.07.2024 | 0.82% | 96.72 % | 97.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'778 CHF | 243'778 CHF | 100.00% | 100.00% |
03.07.2024 | 0.82% | 96.72 % | 97.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'399 CHF | 244'399 CHF | 99.84% | 99.84% |
02.07.2024 | 0.82% | 96.80 % | 97.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'232 CHF | 244'232 CHF | 100.00% | 100.00% |