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% | 93.52 % | 94.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'150 CHF | 233'150 CHF | 100.00% | 100.00% |
12.07.2024 | 0.86% | 93.93 % | 94.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'407 CHF | 233'407 CHF | 89.19% | 89.19% |
11.07.2024 | 0.85% | 93.41 % | 94.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'501 CHF | 236'501 CHF | 99.96% | 99.96% |
10.07.2024 | 0.84% | 94.73 % | 95.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'644 CHF | 239'644 CHF | 100.00% | 100.00% |
09.07.2024 | 0.84% | 94.94 % | 95.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'244 CHF | 240'244 CHF | 100.00% | 100.00% |
08.07.2024 | 0.83% | 95.71 % | 96.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'860 CHF | 241'860 CHF | 99.91% | 99.91% |
05.07.2024 | 0.84% | 95.30 % | 96.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'381 CHF | 240'381 CHF | 99.99% | 99.99% |
04.07.2024 | 0.84% | 94.82 % | 95.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'109 CHF | 238'109 CHF | 100.00% | 100.00% |
03.07.2024 | 0.85% | 94.77 % | 95.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'233 CHF | 237'233 CHF | 99.78% | 99.78% |
02.07.2024 | 0.87% | 92.15 % | 92.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'020 CHF | 232'020 CHF | 100.00% | 100.00% |