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 | 0.85% | 93.64 % | 94.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'403 CHF | 236'403 CHF | 100.00% | 100.00% |
12.07.2024 | 0.85% | 94.22 % | 95.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'344 CHF | 237'344 CHF | 100.00% | 100.00% |
11.07.2024 | 0.84% | 95.26 % | 96.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'193 CHF | 239'193 CHF | 100.00% | 100.00% |
10.07.2024 | 0.84% | 94.73 % | 95.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'906 CHF | 238'906 CHF | 100.00% | 100.00% |
09.07.2024 | 0.83% | 94.38 % | 95.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'718 CHF | 240'718 CHF | 100.00% | 100.00% |
08.07.2024 | 0.83% | 95.68 % | 96.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'555 CHF | 240'555 CHF | 99.16% | 99.16% |
05.07.2024 | 0.83% | 96.00 % | 96.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'037 CHF | 242'037 CHF | 100.00% | 100.00% |
04.07.2024 | 0.83% | 95.74 % | 96.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'480 CHF | 241'480 CHF | 100.00% | 100.00% |
03.07.2024 | 0.83% | 96.46 % | 97.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'544 CHF | 242'544 CHF | 99.82% | 99.82% |
02.07.2024 | 0.84% | 95.58 % | 96.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'902 CHF | 238'902 CHF | 99.99% | 99.99% |