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 | 0.85% | 93.75 % | 94.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'476 CHF | 236'476 CHF | 100.00% | 100.00% |
12.07.2024 | 0.85% | 93.66 % | 94.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'504 CHF | 235'504 CHF | 100.00% | 100.00% |
11.07.2024 | 0.85% | 94.00 % | 94.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'621 CHF | 237'621 CHF | 100.00% | 100.00% |
10.07.2024 | 0.83% | 96.58 % | 97.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'826 CHF | 242'826 CHF | 100.00% | 100.00% |
09.07.2024 | 0.83% | 95.87 % | 96.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'717 CHF | 241'717 CHF | 100.00% | 100.00% |
08.07.2024 | 0.83% | 95.69 % | 96.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'288 CHF | 242'288 CHF | 99.70% | 99.70% |
05.07.2024 | 0.83% | 95.51 % | 96.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'218 CHF | 241'218 CHF | 100.00% | 100.00% |
04.07.2024 | 0.84% | 95.28 % | 96.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'728 CHF | 239'728 CHF | 100.00% | 100.00% |
03.07.2024 | 0.85% | 94.59 % | 95.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'656 CHF | 237'656 CHF | 99.73% | 99.73% |
02.07.2024 | 0.86% | 93.42 % | 94.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'503 CHF | 234'503 CHF | 100.00% | 100.00% |