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 | 0.92% | 82.96 % | 84.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'916 CHF | 217'916 CHF | 2.11% | 90.56% |
12.07.2024 | 0.82% | 97.51 % | 98.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'346 CHF | 244'346 CHF | 100.00% | 100.00% |
11.07.2024 | 0.83% | 96.30 % | 97.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'276 CHF | 242'276 CHF | 99.95% | 99.95% |
10.07.2024 | 0.84% | 95.19 % | 95.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'018 CHF | 239'018 CHF | 100.00% | 100.00% |
09.07.2024 | 0.83% | 94.86 % | 95.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'731 CHF | 240'731 CHF | 100.00% | 100.00% |
08.07.2024 | 0.83% | 95.63 % | 96.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'840 CHF | 241'840 CHF | 99.24% | 99.24% |
05.07.2024 | 0.82% | 95.49 % | 96.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'116 CHF | 244'116 CHF | 99.98% | 99.98% |
04.07.2024 | 0.83% | 96.34 % | 97.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'208 CHF | 242'208 CHF | 100.00% | 100.00% |
03.07.2024 | 0.84% | 95.50 % | 96.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'126 CHF | 240'126 CHF | 99.80% | 99.80% |
02.07.2024 | 0.85% | 94.91 % | 95.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'961 CHF | 236'961 CHF | 100.00% | 100.00% |