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% | 92.85 % | 93.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'013 CHF | 238'013 CHF | 100.00% | 100.00% |
12.07.2024 | 0.84% | 93.76 % | 94.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'051 CHF | 239'051 CHF | 100.00% | 100.00% |
11.07.2024 | 0.84% | 96.47 % | 97.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'888 CHF | 239'888 CHF | 99.99% | 99.99% |
10.07.2024 | 0.85% | 93.35 % | 94.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'655 CHF | 236'655 CHF | 100.00% | 100.00% |
09.07.2024 | 0.84% | 94.24 % | 95.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'718 CHF | 239'718 CHF | 100.00% | 100.00% |
08.07.2024 | 0.83% | 94.61 % | 95.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'044 CHF | 242'044 CHF | 99.45% | 99.45% |
05.07.2024 | 0.83% | 96.51 % | 97.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'196 CHF | 243'196 CHF | 99.94% | 99.94% |
04.07.2024 | 0.84% | 94.59 % | 95.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'841 CHF | 237'841 CHF | 100.00% | 100.00% |
03.07.2024 | 0.87% | 91.59 % | 92.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'136 CHF | 231'136 CHF | 99.76% | 99.76% |
02.07.2024 | 0.90% | 90.37 % | 91.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'220 CHF | 224'220 CHF | 99.99% | 99.99% |