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 | 0.95% | 84.34 % | 85.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'464 CHF | 211'464 CHF | 100.00% | 100.00% |
12.07.2024 | 0.94% | 84.72 % | 85.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'490 CHF | 213'490 CHF | 100.00% | 100.00% |
11.07.2024 | 0.96% | 83.56 % | 84.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'325 CHF | 209'325 CHF | 99.99% | 99.99% |
10.07.2024 | 0.96% | 82.72 % | 83.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'133 CHF | 209'133 CHF | 100.00% | 100.00% |
09.07.2024 | 0.96% | 82.48 % | 83.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'020 CHF | 209'020 CHF | 100.00% | 100.00% |
08.07.2024 | 0.95% | 84.64 % | 85.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'873 CHF | 211'873 CHF | 99.76% | 99.76% |
05.07.2024 | 0.93% | 84.88 % | 85.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'093 CHF | 217'093 CHF | 100.00% | 100.00% |
04.07.2024 | 0.93% | 85.96 % | 86.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'100 CHF | 216'100 CHF | 100.00% | 100.00% |
03.07.2024 | 0.92% | 86.12 % | 86.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'440 CHF | 218'440 CHF | 99.94% | 99.94% |
02.07.2024 | 0.96% | 83.40 % | 84.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'502 CHF | 209'502 CHF | 100.00% | 100.00% |