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% | 82.60 % | 83.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'827 CHF | 208'827 CHF | 100.00% | 100.00% |
12.07.2024 | 0.96% | 83.72 % | 84.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'606 CHF | 209'606 CHF | 100.00% | 100.00% |
11.07.2024 | 0.95% | 84.97 % | 85.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'206 CHF | 211'206 CHF | 98.31% | 98.31% |
10.07.2024 | 0.94% | 82.51 % | 83.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'710 CHF | 214'710 CHF | 100.00% | 100.00% |
09.07.2024 | 0.91% | 85.24 % | 86.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'804 CHF | 219'804 CHF | 100.00% | 100.00% |
08.07.2024 | 0.91% | 86.36 % | 87.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'956 CHF | 219'956 CHF | 98.97% | 98.97% |
05.07.2024 | 0.91% | 87.00 % | 87.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'410 CHF | 220'410 CHF | 100.00% | 100.00% |
04.07.2024 | 0.91% | 87.15 % | 87.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'937 CHF | 219'937 CHF | 100.00% | 100.00% |
03.07.2024 | 0.92% | 86.87 % | 87.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'986 CHF | 217'986 CHF | 99.67% | 99.67% |
02.07.2024 | 0.93% | 85.66 % | 86.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'571 CHF | 216'571 CHF | 100.00% | 100.00% |