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% | 92.93 % | 93.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'697 CHF | 234'697 CHF | 100.00% | 100.00% |
12.07.2024 | 0.86% | 93.26 % | 94.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'601 CHF | 234'601 CHF | 100.00% | 100.00% |
11.07.2024 | 0.85% | 93.29 % | 94.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'617 CHF | 235'617 CHF | 99.99% | 99.99% |
10.07.2024 | 0.85% | 93.91 % | 94.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'736 CHF | 235'736 CHF | 100.00% | 100.00% |
09.07.2024 | 0.85% | 92.99 % | 93.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'434 CHF | 236'434 CHF | 100.00% | 100.00% |
08.07.2024 | 0.84% | 94.03 % | 94.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'085 CHF | 238'085 CHF | 99.77% | 99.77% |
05.07.2024 | 0.84% | 94.41 % | 95.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'190 CHF | 238'190 CHF | 100.00% | 100.00% |
04.07.2024 | 0.85% | 94.09 % | 94.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'141 CHF | 237'141 CHF | 100.00% | 100.00% |
03.07.2024 | 0.86% | 93.86 % | 94.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'872 CHF | 234'872 CHF | 99.73% | 99.73% |
02.07.2024 | 0.87% | 91.81 % | 92.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'851 CHF | 230'851 CHF | 100.00% | 100.00% |