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 | 1.00% | 74.50 % | 75.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 186'003 CHF | 187'873 CHF | 100.00% | 100.00% |
12.07.2024 | 0.94% | 85.28 % | 86.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'493 CHF | 213'493 CHF | 100.00% | 100.00% |
11.07.2024 | 0.95% | 83.77 % | 84.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'865 CHF | 210'865 CHF | 100.00% | 100.00% |
10.07.2024 | 0.97% | 82.50 % | 83.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'399 CHF | 207'399 CHF | 100.00% | 100.00% |
09.07.2024 | 0.96% | 82.50 % | 83.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'315 CHF | 210'315 CHF | 100.00% | 100.00% |
08.07.2024 | 0.95% | 83.62 % | 84.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'854 CHF | 211'854 CHF | 99.74% | 99.74% |
05.07.2024 | 0.93% | 83.82 % | 84.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'025 CHF | 215'025 CHF | 99.99% | 99.99% |
04.07.2024 | 0.95% | 84.44 % | 85.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'472 CHF | 212'472 CHF | 100.00% | 100.00% |
03.07.2024 | 0.95% | 83.77 % | 84.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'499 CHF | 210'499 CHF | 99.91% | 99.91% |
02.07.2024 | 0.97% | 82.85 % | 83.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'040 CHF | 207'040 CHF | 100.00% | 100.00% |