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 | 0.94% | 84.76 % | 85.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'866 CHF | 212'866 CHF | 100.00% | 100.00% |
12.07.2024 | 0.88% | 91.49 % | 92.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'404 CHF | 229'404 CHF | 100.00% | 100.00% |
11.07.2024 | 0.88% | 90.83 % | 91.63 % | 250'000 | 190'000 | 250'000 | 245'383 | 227'122 CHF | 224'897 CHF | 100.00% | 100.00% |
10.07.2024 | 0.88% | 91.39 % | 92.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'572 CHF | 229'572 CHF | 100.00% | 100.00% |
09.07.2024 | 0.87% | 91.11 % | 91.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'806 CHF | 230'806 CHF | 100.00% | 100.00% |
08.07.2024 | 0.87% | 91.34 % | 92.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'275 CHF | 231'275 CHF | 99.76% | 99.76% |
05.07.2024 | 0.86% | 91.27 % | 92.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'748 CHF | 232'748 CHF | 100.00% | 100.00% |
04.07.2024 | 0.87% | 91.82 % | 92.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'122 CHF | 231'122 CHF | 100.00% | 100.00% |
03.07.2024 | 0.88% | 91.31 % | 92.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'415 CHF | 229'415 CHF | 99.80% | 99.80% |
02.07.2024 | 0.89% | 90.56 % | 91.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'230 CHF | 226'230 CHF | 99.98% | 99.98% |