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 | 0.83% | 96.03 % | 96.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'502 CHF | 242'502 CHF | 100.00% | 100.00% |
12.07.2024 | 0.83% | 96.18 % | 96.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'976 CHF | 241'976 CHF | 100.00% | 100.00% |
11.07.2024 | 0.84% | 95.86 % | 96.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'767 CHF | 239'767 CHF | 100.00% | 100.00% |
10.07.2024 | 0.84% | 94.80 % | 95.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'865 CHF | 238'865 CHF | 100.00% | 100.00% |
09.07.2024 | 0.84% | 94.02 % | 94.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'677 CHF | 238'677 CHF | 100.00% | 100.00% |
08.07.2024 | 0.84% | 95.04 % | 95.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'676 CHF | 239'676 CHF | 99.78% | 99.78% |
05.07.2024 | 0.84% | 95.02 % | 95.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'097 CHF | 240'097 CHF | 100.00% | 100.00% |
04.07.2024 | 0.84% | 94.94 % | 95.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'590 CHF | 239'590 CHF | 100.00% | 100.00% |
03.07.2024 | 0.84% | 94.61 % | 95.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'792 CHF | 237'792 CHF | 99.68% | 99.68% |
02.07.2024 | 0.85% | 93.73 % | 94.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'439 CHF | 236'439 CHF | 100.00% | 100.00% |