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 | 0.96% | 82.03 % | 82.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'408 CHF | 210'408 CHF | 100.00% | 100.00% |
12.07.2024 | 0.95% | 84.47 % | 85.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'856 CHF | 211'856 CHF | 99.99% | 99.99% |
11.07.2024 | 0.97% | 83.65 % | 84.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'161 CHF | 208'161 CHF | 100.00% | 100.00% |
10.07.2024 | 0.97% | 81.11 % | 81.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'835 CHF | 207'835 CHF | 100.00% | 100.00% |
09.07.2024 | 0.94% | 84.18 % | 84.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'868 CHF | 212'868 CHF | 100.00% | 100.00% |
08.07.2024 | 0.91% | 84.43 % | 85.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'651 CHF | 220'651 CHF | 99.64% | 99.64% |
05.07.2024 | 0.91% | 87.45 % | 88.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'022 CHF | 221'022 CHF | 100.00% | 100.00% |
04.07.2024 | 0.91% | 87.19 % | 87.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'255 CHF | 220'255 CHF | 100.00% | 100.00% |
03.07.2024 | 0.91% | 87.14 % | 87.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'508 CHF | 221'508 CHF | 99.69% | 99.69% |
02.07.2024 | 0.90% | 87.80 % | 88.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'524 CHF | 222'524 CHF | 100.00% | 100.00% |