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% | 95.27 % | 96.07 % | 250'000 | 205'000 | 250'000 | 216'003 | 240'768 CHF | 209'701 CHF | 100.00% | 100.00% |
12.07.2024 | 0.84% | 95.60 % | 96.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'957 CHF | 239'957 CHF | 100.00% | 100.00% |
11.07.2024 | 0.85% | 94.00 % | 94.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'953 CHF | 236'953 CHF | 99.99% | 99.99% |
10.07.2024 | 0.86% | 93.14 % | 93.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'341 CHF | 232'341 CHF | 100.00% | 100.00% |
09.07.2024 | 0.86% | 91.68 % | 92.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'582 CHF | 232'582 CHF | 100.00% | 100.00% |
08.07.2024 | 0.87% | 91.31 % | 92.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'301 CHF | 230'301 CHF | 99.90% | 99.90% |
05.07.2024 | 0.87% | 91.15 % | 91.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'801 CHF | 231'801 CHF | 100.00% | 100.00% |
04.07.2024 | 0.87% | 91.52 % | 92.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'975 CHF | 229'975 CHF | 100.00% | 100.00% |
03.07.2024 | 0.87% | 92.04 % | 92.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'083 CHF | 232'083 CHF | 99.90% | 99.90% |
02.07.2024 | 0.87% | 92.37 % | 93.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'895 CHF | 230'895 CHF | 99.99% | 99.99% |