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 | 0.82% | 97.74 % | 98.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'585 CHF | 245'585 CHF | 100.00% | 100.00% |
12.07.2024 | 0.83% | 97.42 % | 98.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'461 CHF | 241'461 CHF | 99.93% | 99.93% |
11.07.2024 | 0.82% | 96.31 % | 97.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'956 CHF | 244'956 CHF | 100.00% | 100.00% |
10.07.2024 | 0.82% | 97.07 % | 97.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'884 CHF | 243'884 CHF | 100.00% | 100.00% |
09.07.2024 | 0.82% | 95.99 % | 96.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'667 CHF | 244'667 CHF | 100.00% | 100.00% |
08.07.2024 | 0.84% | 95.05 % | 95.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'448 CHF | 239'448 CHF | 99.51% | 99.51% |
05.07.2024 | 0.87% | 93.52 % | 94.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'626 CHF | 231'626 CHF | 100.00% | 100.00% |
04.07.2024 | 0.87% | 91.42 % | 92.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'312 CHF | 230'312 CHF | 100.00% | 100.00% |
03.07.2024 | 0.87% | 91.38 % | 92.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'965 CHF | 229'965 CHF | 99.07% | 99.07% |
02.07.2024 | 0.89% | 90.03 % | 90.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'165 CHF | 226'165 CHF | 100.00% | 100.00% |