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 | 0.83% | 96.31 % | 97.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'590 CHF | 242'590 CHF | 100.00% | 100.00% |
12.07.2024 | 0.83% | 96.81 % | 97.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'217 CHF | 243'217 CHF | 100.00% | 100.00% |
11.07.2024 | 0.83% | 96.54 % | 97.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'821 CHF | 241'821 CHF | 100.00% | 100.00% |
10.07.2024 | 0.84% | 95.23 % | 96.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'836 CHF | 239'836 CHF | 100.00% | 100.00% |
09.07.2024 | 0.84% | 93.85 % | 94.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'266 CHF | 238'266 CHF | 100.00% | 100.00% |
08.07.2024 | 0.83% | 95.85 % | 96.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'912 CHF | 241'912 CHF | 99.73% | 99.73% |
05.07.2024 | 0.82% | 96.38 % | 97.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'061 CHF | 244'061 CHF | 100.00% | 100.00% |
04.07.2024 | 0.82% | 96.66 % | 97.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'943 CHF | 243'943 CHF | 100.00% | 100.00% |
03.07.2024 | 0.83% | 96.65 % | 97.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'217 CHF | 243'217 CHF | 99.84% | 99.84% |
02.07.2024 | 0.84% | 95.77 % | 96.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'408 CHF | 240'408 CHF | 100.00% | 100.00% |