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 | 0.90% | 87.57 % | 88.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'130 CHF | 222'130 CHF | 100.00% | 100.00% |
12.07.2024 | 0.90% | 88.54 % | 89.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'637 CHF | 222'637 CHF | 100.00% | 100.00% |
11.07.2024 | 0.90% | 88.78 % | 89.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'315 CHF | 224'315 CHF | 99.99% | 99.99% |
10.07.2024 | 0.90% | 89.57 % | 90.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'182 CHF | 224'182 CHF | 100.00% | 100.00% |
09.07.2024 | 0.89% | 88.71 % | 89.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'776 CHF | 226'776 CHF | 100.00% | 100.00% |
08.07.2024 | 0.87% | 90.29 % | 91.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'693 CHF | 229'693 CHF | 99.36% | 99.36% |
05.07.2024 | 0.88% | 90.93 % | 91.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'495 CHF | 229'495 CHF | 100.00% | 100.00% |
04.07.2024 | 0.88% | 90.44 % | 91.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'615 CHF | 227'615 CHF | 100.00% | 100.00% |
03.07.2024 | 0.90% | 89.60 % | 90.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'932 CHF | 222'932 CHF | 99.94% | 99.94% |
02.07.2024 | 0.93% | 86.21 % | 87.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'796 CHF | 215'796 CHF | 100.00% | 100.00% |