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% | 94.00 % | 94.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'887 CHF | 237'887 CHF | 100.00% | 100.00% |
12.07.2024 | 0.84% | 94.71 % | 95.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'151 CHF | 238'151 CHF | 100.00% | 100.00% |
11.07.2024 | 0.84% | 94.74 % | 95.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'195 CHF | 239'195 CHF | 99.99% | 99.99% |
10.07.2024 | 0.84% | 95.41 % | 96.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'049 CHF | 239'049 CHF | 100.00% | 100.00% |
09.07.2024 | 0.83% | 94.45 % | 95.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'582 CHF | 240'582 CHF | 100.00% | 100.00% |
08.07.2024 | 0.83% | 95.74 % | 96.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'830 CHF | 242'830 CHF | 99.61% | 99.61% |
05.07.2024 | 0.83% | 96.07 % | 96.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'487 CHF | 242'487 CHF | 100.00% | 100.00% |
04.07.2024 | 0.83% | 95.79 % | 96.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'158 CHF | 241'158 CHF | 100.00% | 100.00% |
03.07.2024 | 0.84% | 95.24 % | 96.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'797 CHF | 237'797 CHF | 99.92% | 99.92% |
02.07.2024 | 0.87% | 92.67 % | 93.47 % | 250'000 | 225'000 | 250'000 | 226'388 | 230'041 CHF | 210'103 CHF | 99.99% | 99.99% |