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 | 0.87% | 92.29 % | 93.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'806 CHF | 229'806 CHF | 100.00% | 100.00% |
12.07.2024 | 0.84% | 96.26 % | 97.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'391 CHF | 238'391 CHF | 89.10% | 89.10% |
11.07.2024 | 0.83% | 95.21 % | 96.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'820 CHF | 240'820 CHF | 100.00% | 100.00% |
10.07.2024 | 0.82% | 96.53 % | 97.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'014 CHF | 244'014 CHF | 100.00% | 100.00% |
09.07.2024 | 0.82% | 96.66 % | 97.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'997 CHF | 244'997 CHF | 100.00% | 100.00% |
08.07.2024 | 0.81% | 97.76 % | 98.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'073 CHF | 247'073 CHF | 99.81% | 99.81% |
05.07.2024 | 0.82% | 97.31 % | 98.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'517 CHF | 245'517 CHF | 100.00% | 100.00% |
04.07.2024 | 0.83% | 96.87 % | 97.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'047 CHF | 243'047 CHF | 100.00% | 100.00% |
03.07.2024 | 0.83% | 96.74 % | 97.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'897 CHF | 241'897 CHF | 99.69% | 99.69% |
02.07.2024 | 0.85% | 93.87 % | 94.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'337 CHF | 236'337 CHF | 100.00% | 100.00% |