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 | 0.84% | 94.87 % | 95.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'098 CHF | 240'098 CHF | 100.00% | 100.00% |
12.07.2024 | 0.83% | 95.49 % | 96.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'689 CHF | 240'689 CHF | 100.00% | 100.00% |
11.07.2024 | 0.84% | 95.47 % | 96.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'170 CHF | 240'170 CHF | 99.99% | 99.99% |
10.07.2024 | 0.84% | 94.49 % | 95.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'080 CHF | 238'080 CHF | 100.00% | 100.00% |
09.07.2024 | 0.85% | 93.97 % | 94.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'474 CHF | 237'474 CHF | 100.00% | 100.00% |
08.07.2024 | 0.84% | 94.49 % | 95.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'849 CHF | 238'849 CHF | 99.75% | 99.75% |
05.07.2024 | 0.84% | 94.36 % | 95.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'640 CHF | 238'640 CHF | 100.00% | 100.00% |
04.07.2024 | 0.85% | 94.08 % | 94.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'394 CHF | 236'394 CHF | 100.00% | 100.00% |
03.07.2024 | 0.86% | 93.17 % | 93.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'376 CHF | 234'376 CHF | 99.79% | 99.79% |
02.07.2024 | 0.87% | 91.78 % | 92.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'878 CHF | 230'878 CHF | 100.00% | 100.00% |