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 | 0.93% | 86.70 % | 87.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'163 CHF | 217'163 CHF | 100.00% | 100.00% |
12.07.2024 | 0.84% | 95.10 % | 95.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'393 CHF | 238'393 CHF | 100.00% | 100.00% |
11.07.2024 | 0.85% | 93.95 % | 94.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'613 CHF | 236'613 CHF | 100.00% | 100.00% |
10.07.2024 | 0.84% | 95.36 % | 96.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'762 CHF | 239'762 CHF | 100.00% | 100.00% |
09.07.2024 | 0.83% | 95.22 % | 96.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'501 CHF | 241'501 CHF | 100.00% | 100.00% |
08.07.2024 | 0.83% | 95.89 % | 96.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'328 CHF | 242'328 CHF | 99.26% | 99.26% |
05.07.2024 | 0.82% | 95.97 % | 96.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'766 CHF | 244'766 CHF | 100.00% | 100.00% |
04.07.2024 | 0.83% | 96.53 % | 97.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'779 CHF | 242'779 CHF | 100.00% | 100.00% |
03.07.2024 | 0.83% | 95.96 % | 96.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'191 CHF | 241'191 CHF | 99.68% | 99.68% |
02.07.2024 | 0.84% | 95.13 % | 95.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'084 CHF | 238'084 CHF | 99.98% | 99.98% |