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 | 0.94% | 84.74 % | 85.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'430 CHF | 214'430 CHF | 100.00% | 100.00% |
12.07.2024 | 0.93% | 85.33 % | 86.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'044 CHF | 215'044 CHF | 100.00% | 100.00% |
11.07.2024 | 0.93% | 86.38 % | 87.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'894 CHF | 216'894 CHF | 99.97% | 99.97% |
10.07.2024 | 0.92% | 86.26 % | 87.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'134 CHF | 218'134 CHF | 100.00% | 100.00% |
09.07.2024 | 0.91% | 86.71 % | 87.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'611 CHF | 220'611 CHF | 100.00% | 100.00% |
08.07.2024 | 0.90% | 88.96 % | 89.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'254 CHF | 222'254 CHF | 99.88% | 99.88% |
05.07.2024 | 0.91% | 87.25 % | 88.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'723 CHF | 219'723 CHF | 100.00% | 100.00% |
04.07.2024 | 0.92% | 86.71 % | 87.51 % | 250'000 | 155'000 | 250'000 | 178'576 | 216'270 CHF | 155'931 CHF | 100.00% | 100.00% |
03.07.2024 | 0.92% | 86.54 % | 87.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'239 CHF | 218'239 CHF | 99.81% | 99.81% |
02.07.2024 | 0.93% | 85.97 % | 86.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'214 CHF | 216'214 CHF | 100.00% | 100.00% |