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 | 0.90% | 87.59 % | 88.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'477 CHF | 222'477 CHF | 100.00% | 100.00% |
12.07.2024 | 0.91% | 88.05 % | 88.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'661 CHF | 221'661 CHF | 100.00% | 100.00% |
11.07.2024 | 0.91% | 87.30 % | 88.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'999 CHF | 219'999 CHF | 100.00% | 100.00% |
10.07.2024 | 0.92% | 86.61 % | 87.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'441 CHF | 217'441 CHF | 100.00% | 100.00% |
09.07.2024 | 0.93% | 85.49 % | 86.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'578 CHF | 216'578 CHF | 100.00% | 100.00% |
08.07.2024 | 0.93% | 85.30 % | 86.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'447 CHF | 215'447 CHF | 99.75% | 99.75% |
05.07.2024 | 0.93% | 85.12 % | 85.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'686 CHF | 215'686 CHF | 100.00% | 100.00% |
04.07.2024 | 0.94% | 85.30 % | 86.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'791 CHF | 214'791 CHF | 100.00% | 100.00% |
03.07.2024 | 0.94% | 84.86 % | 85.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'972 CHF | 213'972 CHF | 99.70% | 99.70% |
02.07.2024 | 0.94% | 85.01 % | 85.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'939 CHF | 213'939 CHF | 100.00% | 100.00% |