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 | 0.84% | 94.83 % | 95.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'169 CHF | 239'169 CHF | 100.00% | 100.00% |
12.07.2024 | 0.84% | 95.09 % | 95.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'475 CHF | 238'475 CHF | 100.00% | 100.00% |
11.07.2024 | 0.83% | 95.58 % | 96.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'696 CHF | 241'696 CHF | 99.93% | 99.93% |
10.07.2024 | 0.83% | 95.71 % | 96.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'466 CHF | 242'466 CHF | 100.00% | 100.00% |
09.07.2024 | 0.83% | 95.47 % | 96.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'664 CHF | 242'664 CHF | 100.00% | 100.00% |
08.07.2024 | 0.82% | 96.81 % | 97.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'696 CHF | 244'696 CHF | 99.78% | 99.78% |
05.07.2024 | 0.83% | 95.54 % | 96.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'146 CHF | 241'146 CHF | 100.00% | 100.00% |
04.07.2024 | 0.84% | 95.16 % | 95.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'152 CHF | 240'152 CHF | 100.00% | 100.00% |
03.07.2024 | 0.84% | 95.95 % | 96.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'899 CHF | 239'899 CHF | 99.67% | 99.67% |
02.07.2024 | 0.85% | 93.72 % | 94.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'711 CHF | 235'711 CHF | 99.98% | 99.98% |