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% | 94.09 % | 94.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'972 CHF | 237'972 CHF | 100.00% | 100.00% |
12.07.2024 | 0.84% | 94.64 % | 95.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'434 CHF | 238'434 CHF | 100.00% | 100.00% |
11.07.2024 | 0.84% | 94.77 % | 95.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'604 CHF | 238'604 CHF | 100.00% | 100.00% |
10.07.2024 | 0.84% | 94.84 % | 95.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'777 CHF | 238'777 CHF | 100.00% | 100.00% |
09.07.2024 | 0.84% | 94.38 % | 95.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'237 CHF | 238'237 CHF | 100.00% | 100.00% |
08.07.2024 | 0.84% | 94.47 % | 95.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'869 CHF | 238'869 CHF | 99.05% | 99.05% |
05.07.2024 | 0.84% | 94.37 % | 95.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'687 CHF | 238'687 CHF | 100.00% | 100.00% |
04.07.2024 | 0.85% | 94.31 % | 95.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'200 CHF | 237'200 CHF | 100.00% | 100.00% |
03.07.2024 | 0.85% | 93.59 % | 94.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'460 CHF | 235'460 CHF | 99.85% | 99.85% |
02.07.2024 | 0.86% | 92.46 % | 93.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'341 CHF | 232'341 CHF | 100.00% | 100.00% |