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% | 89.95 % | 90.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'104 CHF | 226'104 CHF | 100.00% | 100.00% |
12.07.2024 | 0.91% | 89.61 % | 90.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'600 CHF | 221'600 CHF | 100.00% | 100.00% |
11.07.2024 | 0.89% | 88.62 % | 89.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'612 CHF | 225'612 CHF | 99.99% | 99.99% |
10.07.2024 | 0.89% | 89.48 % | 90.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'794 CHF | 224'794 CHF | 100.00% | 100.00% |
09.07.2024 | 0.89% | 88.13 % | 88.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'309 CHF | 225'309 CHF | 100.00% | 100.00% |
08.07.2024 | 0.92% | 86.83 % | 87.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'929 CHF | 218'929 CHF | 99.91% | 99.91% |
05.07.2024 | 0.96% | 84.96 % | 85.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'024 CHF | 210'024 CHF | 100.00% | 100.00% |
04.07.2024 | 0.96% | 82.89 % | 83.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'988 CHF | 208'988 CHF | 100.00% | 100.00% |
03.07.2024 | 0.96% | 82.67 % | 83.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'493 CHF | 208'493 CHF | 99.06% | 99.06% |
02.07.2024 | 0.98% | 81.60 % | 82.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 203'465 CHF | 205'465 CHF | 100.00% | 100.00% |