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% | 89.57 % | 90.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'681 CHF | 226'681 CHF | 100.00% | 100.00% |
12.07.2024 | 0.89% | 90.45 % | 91.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'430 CHF | 226'430 CHF | 99.94% | 99.94% |
11.07.2024 | 0.87% | 89.86 % | 90.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'863 CHF | 229'863 CHF | 100.00% | 100.00% |
10.07.2024 | 0.83% | 96.80 % | 97.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'823 CHF | 242'823 CHF | 100.00% | 100.00% |
09.07.2024 | 0.83% | 96.17 % | 96.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'961 CHF | 241'961 CHF | 100.00% | 100.00% |
08.07.2024 | 0.83% | 95.14 % | 95.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'891 CHF | 240'891 CHF | 99.69% | 99.69% |
05.07.2024 | 0.84% | 94.88 % | 95.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'560 CHF | 239'560 CHF | 100.00% | 100.00% |
04.07.2024 | 0.84% | 94.88 % | 95.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'528 CHF | 239'528 CHF | 100.00% | 100.00% |
03.07.2024 | 0.84% | 94.92 % | 95.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'510 CHF | 238'510 CHF | 99.74% | 99.74% |
02.07.2024 | 0.85% | 94.41 % | 95.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'426 CHF | 236'426 CHF | 100.00% | 100.00% |