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% | 88.06 % | 88.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'532 CHF | 222'532 CHF | 100.00% | 100.00% |
12.07.2024 | 0.90% | 88.59 % | 89.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'580 CHF | 222'580 CHF | 100.00% | 100.00% |
11.07.2024 | 0.89% | 88.59 % | 89.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'114 CHF | 226'114 CHF | 99.99% | 99.99% |
10.07.2024 | 0.86% | 93.46 % | 94.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'201 CHF | 234'201 CHF | 100.00% | 100.00% |
09.07.2024 | 0.86% | 92.90 % | 93.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'498 CHF | 234'498 CHF | 100.00% | 100.00% |
08.07.2024 | 0.86% | 92.41 % | 93.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'253 CHF | 234'253 CHF | 99.67% | 99.67% |
05.07.2024 | 0.86% | 92.28 % | 93.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'185 CHF | 233'185 CHF | 100.00% | 100.00% |
04.07.2024 | 0.86% | 92.38 % | 93.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'006 CHF | 233'006 CHF | 100.00% | 100.00% |
03.07.2024 | 0.87% | 92.04 % | 92.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'705 CHF | 231'705 CHF | 99.73% | 99.73% |
02.07.2024 | 0.86% | 93.28 % | 94.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'469 CHF | 233'469 CHF | 100.00% | 100.00% |