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 | 0.84% | 94.90 % | 95.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'236 CHF | 240'236 CHF | 100.00% | 100.00% |
12.07.2024 | 0.83% | 95.55 % | 96.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'586 CHF | 240'586 CHF | 100.00% | 100.00% |
11.07.2024 | 0.84% | 95.58 % | 96.38 % | 90'000 | 250'000 | 115'469 | 250'000 | 109'862 CHF | 239'889 CHF | 100.00% | 100.00% |
10.07.2024 | 0.85% | 94.38 % | 95.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'478 CHF | 237'478 CHF | 100.00% | 100.00% |
09.07.2024 | 0.84% | 94.20 % | 95.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'915 CHF | 238'915 CHF | 100.00% | 100.00% |
08.07.2024 | 0.85% | 93.99 % | 94.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'649 CHF | 237'649 CHF | 99.69% | 99.69% |
05.07.2024 | 0.84% | 94.24 % | 95.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'032 CHF | 238'032 CHF | 100.00% | 100.00% |
04.07.2024 | 0.85% | 94.06 % | 94.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'823 CHF | 236'823 CHF | 100.00% | 100.00% |
03.07.2024 | 0.85% | 93.66 % | 94.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'301 CHF | 236'301 CHF | 99.89% | 99.89% |
02.07.2024 | 0.87% | 92.33 % | 93.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'580 CHF | 231'580 CHF | 100.00% | 100.00% |