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% | 92.59 % | 93.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'415 CHF | 233'415 CHF | 100.00% | 100.00% |
12.07.2024 | 0.85% | 93.77 % | 94.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'869 CHF | 235'869 CHF | 100.00% | 100.00% |
11.07.2024 | 0.85% | 93.32 % | 94.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'070 CHF | 235'070 CHF | 100.00% | 100.00% |
10.07.2024 | 0.86% | 92.83 % | 93.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'632 CHF | 233'632 CHF | 100.00% | 100.00% |
09.07.2024 | 0.86% | 92.57 % | 93.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'010 CHF | 234'010 CHF | 100.00% | 100.00% |
08.07.2024 | 0.86% | 92.84 % | 93.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'875 CHF | 233'875 CHF | 99.74% | 99.74% |
05.07.2024 | 0.86% | 92.50 % | 93.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'370 CHF | 234'370 CHF | 100.00% | 100.00% |
04.07.2024 | 0.86% | 92.77 % | 93.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'899 CHF | 233'899 CHF | 100.00% | 100.00% |
03.07.2024 | 0.86% | 92.86 % | 93.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'668 CHF | 233'668 CHF | 99.82% | 99.82% |
02.07.2024 | 0.87% | 92.12 % | 92.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'845 CHF | 231'845 CHF | 100.00% | 100.00% |