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 | 0.85% | 93.29 % | 94.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'209 CHF | 236'209 CHF | 100.00% | 100.00% |
12.07.2024 | 0.85% | 94.29 % | 95.09 % | 250'000 | 237'000 | 250'000 | 237'896 | 234'859 CHF | 225'392 CHF | 100.00% | 100.00% |
11.07.2024 | 0.85% | 94.03 % | 94.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'977 CHF | 235'977 CHF | 100.00% | 100.00% |
10.07.2024 | 0.85% | 93.73 % | 94.53 % | 250'000 | 215'000 | 250'000 | 219'864 | 233'302 CHF | 206'906 CHF | 100.00% | 100.00% |
09.07.2024 | 0.85% | 92.43 % | 93.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'009 CHF | 236'009 CHF | 100.00% | 100.00% |
08.07.2024 | 0.84% | 94.21 % | 95.01 % | 250'000 | 247'000 | 250'000 | 249'828 | 236'486 CHF | 238'323 CHF | 99.28% | 99.28% |
05.07.2024 | 0.84% | 94.28 % | 95.08 % | 250'000 | 247'000 | 250'000 | 248'113 | 236'190 CHF | 236'391 CHF | 100.00% | 100.00% |
04.07.2024 | 0.85% | 93.74 % | 94.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'571 CHF | 236'571 CHF | 100.00% | 100.00% |
03.07.2024 | 0.86% | 93.35 % | 94.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'219 CHF | 233'219 CHF | 99.60% | 99.60% |
02.07.2024 | 0.88% | 90.59 % | 91.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'920 CHF | 227'920 CHF | 100.00% | 100.00% |