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 | 0.89% | 89.94 % | 90.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'756 CHF | 224'756 CHF | 100.00% | 100.00% |
12.07.2024 | 0.89% | 91.04 % | 91.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'373 CHF | 225'373 CHF | 89.16% | 89.16% |
11.07.2024 | 0.88% | 90.05 % | 90.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'263 CHF | 227'263 CHF | 100.00% | 100.00% |
10.07.2024 | 0.87% | 91.01 % | 91.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'108 CHF | 230'108 CHF | 100.00% | 100.00% |
09.07.2024 | 0.87% | 90.86 % | 91.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'940 CHF | 230'940 CHF | 100.00% | 100.00% |
08.07.2024 | 0.86% | 92.22 % | 93.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'276 CHF | 233'276 CHF | 99.91% | 99.91% |
05.07.2024 | 0.87% | 91.77 % | 92.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'568 CHF | 231'568 CHF | 100.00% | 100.00% |
04.07.2024 | 0.88% | 91.02 % | 91.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'576 CHF | 228'576 CHF | 100.00% | 100.00% |
03.07.2024 | 0.89% | 90.79 % | 91.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'981 CHF | 226'981 CHF | 99.72% | 99.72% |
02.07.2024 | 0.91% | 87.86 % | 88.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'407 CHF | 221'407 CHF | 100.00% | 100.00% |