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 | 0.99% | 80.99 % | 81.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'552 CHF | 203'552 CHF | 100.00% | 100.00% |
12.07.2024 | 0.97% | 81.83 % | 82.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'684 CHF | 207'684 CHF | 100.00% | 100.00% |
11.07.2024 | 0.99% | 81.17 % | 81.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'349 CHF | 203'346 CHF | 91.69% | 91.69% |
10.07.2024 | 0.88% | 91.04 % | 91.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'330 CHF | 229'330 CHF | 100.00% | 100.00% |
09.07.2024 | 0.86% | 92.22 % | 93.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'709 CHF | 233'709 CHF | 100.00% | 100.00% |
08.07.2024 | 0.85% | 92.91 % | 93.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'908 CHF | 235'908 CHF | 99.11% | 99.11% |
05.07.2024 | 0.86% | 92.88 % | 93.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'767 CHF | 234'767 CHF | 100.00% | 100.00% |
04.07.2024 | 0.86% | 92.59 % | 93.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'495 CHF | 234'495 CHF | 94.70% | 94.70% |
03.07.2024 | 0.90% | 89.76 % | 90.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'726 CHF | 223'726 CHF | 99.89% | 99.89% |
02.07.2024 | 0.94% | 85.17 % | 85.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'089 CHF | 214'089 CHF | 100.00% | 100.00% |