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 | 0.86% | 92.70 % | 93.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'168 CHF | 234'168 CHF | 100.00% | 100.00% |
12.07.2024 | 0.86% | 93.21 % | 94.01 % | 250'000 | 246'000 | 250'000 | 249'341 | 232'564 CHF | 233'945 CHF | 99.93% | 99.93% |
11.07.2024 | 0.85% | 93.41 % | 94.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'641 CHF | 235'641 CHF | 100.00% | 100.00% |
10.07.2024 | 0.85% | 93.67 % | 94.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'345 CHF | 235'345 CHF | 100.00% | 100.00% |
09.07.2024 | 0.85% | 92.80 % | 93.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'544 CHF | 235'544 CHF | 100.00% | 100.00% |
08.07.2024 | 0.85% | 93.25 % | 94.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'067 CHF | 236'067 CHF | 99.18% | 99.18% |
05.07.2024 | 0.85% | 93.87 % | 94.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'303 CHF | 237'303 CHF | 100.00% | 100.00% |
04.07.2024 | 0.84% | 94.69 % | 95.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'778 CHF | 238'778 CHF | 100.00% | 100.00% |
03.07.2024 | 0.84% | 94.61 % | 95.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'958 CHF | 237'958 CHF | 99.82% | 99.82% |
02.07.2024 | 0.85% | 93.96 % | 94.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'296 CHF | 236'296 CHF | 100.00% | 100.00% |