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 | 0.85% | 93.75 % | 94.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'116 CHF | 236'116 CHF | 100.00% | 100.00% |
12.07.2024 | 0.85% | 93.68 % | 94.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'651 CHF | 235'651 CHF | 100.00% | 100.00% |
11.07.2024 | 0.86% | 93.30 % | 94.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'749 CHF | 234'749 CHF | 100.00% | 100.00% |
10.07.2024 | 0.84% | 95.52 % | 96.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'334 CHF | 240'334 CHF | 100.00% | 100.00% |
09.07.2024 | 0.85% | 94.19 % | 94.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'199 CHF | 237'199 CHF | 100.00% | 100.00% |
08.07.2024 | 0.84% | 94.81 % | 95.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'340 CHF | 239'340 CHF | 99.71% | 99.71% |
05.07.2024 | 0.84% | 94.59 % | 95.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'627 CHF | 238'627 CHF | 100.00% | 100.00% |
04.07.2024 | 0.85% | 93.53 % | 94.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'309 CHF | 235'309 CHF | 100.00% | 100.00% |
03.07.2024 | 0.85% | 92.97 % | 93.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'144 CHF | 235'144 CHF | 99.68% | 99.68% |
02.07.2024 | 0.87% | 91.81 % | 92.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'160 CHF | 230'160 CHF | 99.99% | 99.99% |