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% | 92.03 % | 92.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'798 CHF | 232'798 CHF | 100.00% | 100.00% |
12.07.2024 | 0.86% | 92.66 % | 93.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'365 CHF | 233'365 CHF | 100.00% | 100.00% |
11.07.2024 | 0.86% | 92.60 % | 93.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'310 CHF | 233'310 CHF | 100.00% | 100.00% |
10.07.2024 | 0.86% | 92.64 % | 93.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'310 CHF | 233'310 CHF | 100.00% | 100.00% |
09.07.2024 | 0.86% | 92.17 % | 92.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'737 CHF | 232'737 CHF | 100.00% | 100.00% |
08.07.2024 | 0.86% | 92.39 % | 93.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'959 CHF | 233'959 CHF | 99.82% | 99.82% |
05.07.2024 | 0.86% | 92.47 % | 93.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'822 CHF | 233'822 CHF | 100.00% | 100.00% |
04.07.2024 | 0.87% | 92.11 % | 92.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'522 CHF | 231'522 CHF | 100.00% | 100.00% |
03.07.2024 | 0.88% | 91.14 % | 91.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'405 CHF | 229'405 CHF | 99.66% | 99.66% |
02.07.2024 | 0.87% | 91.94 % | 92.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'156 CHF | 231'156 CHF | 100.00% | 100.00% |