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 | 0.85% | 93.51 % | 94.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'409 CHF | 235'409 CHF | 100.00% | 100.00% |
12.07.2024 | 0.87% | 93.19 % | 93.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'078 CHF | 231'078 CHF | 100.00% | 100.00% |
11.07.2024 | 0.88% | 91.77 % | 92.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'101 CHF | 228'101 CHF | 99.99% | 99.99% |
10.07.2024 | 0.88% | 90.12 % | 90.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'262 CHF | 227'262 CHF | 100.00% | 100.00% |
09.07.2024 | 0.90% | 89.45 % | 90.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'050 CHF | 224'050 CHF | 100.00% | 100.00% |
08.07.2024 | 0.87% | 89.51 % | 90.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'273 CHF | 230'273 CHF | 99.84% | 99.84% |
05.07.2024 | 0.87% | 91.54 % | 92.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'274 CHF | 230'274 CHF | 100.00% | 100.00% |
04.07.2024 | 0.87% | 91.20 % | 92.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'000 CHF | 230'000 CHF | 100.00% | 100.00% |
03.07.2024 | 0.87% | 91.64 % | 92.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'118 CHF | 230'118 CHF | 99.75% | 99.75% |
02.07.2024 | 0.88% | 90.86 % | 91.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'160 CHF | 227'160 CHF | 100.00% | 100.00% |