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 | 0.93% | 85.45 % | 86.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'219 CHF | 216'219 CHF | 100.00% | 100.00% |
12.07.2024 | 0.93% | 86.27 % | 87.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'664 CHF | 216'664 CHF | 100.00% | 100.00% |
11.07.2024 | 0.92% | 86.76 % | 87.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'205 CHF | 218'205 CHF | 100.00% | 100.00% |
10.07.2024 | 0.90% | 87.11 % | 87.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'775 CHF | 222'775 CHF | 100.00% | 100.00% |
09.07.2024 | 0.89% | 88.28 % | 89.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'524 CHF | 225'524 CHF | 100.00% | 100.00% |
08.07.2024 | 0.89% | 89.01 % | 89.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'760 CHF | 224'760 CHF | 99.66% | 99.66% |
05.07.2024 | 0.89% | 89.01 % | 89.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'098 CHF | 225'098 CHF | 100.00% | 100.00% |
04.07.2024 | 0.89% | 89.12 % | 89.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'859 CHF | 224'859 CHF | 100.00% | 100.00% |
03.07.2024 | 0.90% | 88.97 % | 89.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'062 CHF | 224'062 CHF | 99.71% | 99.71% |
02.07.2024 | 0.90% | 88.43 % | 89.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'178 CHF | 223'178 CHF | 100.00% | 100.00% |