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 | 0.84% | 94.05 % | 94.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'057 CHF | 238'057 CHF | 100.00% | 100.00% |
12.07.2024 | 0.84% | 94.91 % | 95.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'560 CHF | 238'560 CHF | 100.00% | 100.00% |
11.07.2024 | 0.85% | 94.28 % | 95.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'670 CHF | 237'670 CHF | 100.00% | 100.00% |
10.07.2024 | 0.85% | 93.89 % | 94.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'857 CHF | 235'857 CHF | 100.00% | 100.00% |
09.07.2024 | 0.85% | 93.31 % | 94.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'752 CHF | 235'752 CHF | 100.00% | 100.00% |
08.07.2024 | 0.85% | 93.34 % | 94.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'221 CHF | 235'221 CHF | 99.75% | 99.75% |
05.07.2024 | 0.85% | 93.33 % | 94.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'903 CHF | 235'903 CHF | 100.00% | 100.00% |
04.07.2024 | 0.85% | 93.32 % | 94.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'493 CHF | 235'493 CHF | 100.00% | 100.00% |
03.07.2024 | 0.85% | 94.23 % | 95.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'457 CHF | 237'457 CHF | 99.66% | 99.66% |
02.07.2024 | 0.85% | 93.94 % | 94.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'562 CHF | 236'562 CHF | 100.00% | 100.00% |