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 | 0.89% | 88.79 % | 89.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'267 CHF | 225'267 CHF | 100.00% | 100.00% |
12.07.2024 | 0.89% | 90.18 % | 90.98 % | 200'000 | 250'000 | 214'605 | 250'000 | 192'748 CHF | 226'584 CHF | 100.00% | 100.00% |
11.07.2024 | 0.90% | 89.52 % | 90.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'062 CHF | 223'062 CHF | 100.00% | 100.00% |
10.07.2024 | 0.91% | 88.08 % | 88.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'820 CHF | 221'820 CHF | 100.00% | 100.00% |
09.07.2024 | 0.91% | 86.94 % | 87.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'778 CHF | 221'778 CHF | 100.00% | 100.00% |
08.07.2024 | 0.90% | 88.82 % | 89.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'864 CHF | 223'864 CHF | 99.70% | 99.70% |
05.07.2024 | 0.89% | 88.85 % | 89.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'879 CHF | 224'879 CHF | 100.00% | 100.00% |
04.07.2024 | 0.90% | 88.66 % | 89.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'271 CHF | 224'271 CHF | 100.00% | 100.00% |
03.07.2024 | 0.90% | 88.57 % | 89.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'041 CHF | 222'041 CHF | 99.81% | 99.81% |
02.07.2024 | 0.92% | 86.77 % | 87.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'457 CHF | 219'457 CHF | 100.00% | 100.00% |