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 | 0.42% | 94.00 % | 94.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'005 CHF | 239'005 CHF | 100.00% | 100.00% |
12.07.2024 | 0.42% | 95.70 % | 96.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'845 CHF | 238'845 CHF | 100.00% | 100.00% |
11.07.2024 | 0.42% | 94.60 % | 95.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'751 CHF | 236'751 CHF | 99.99% | 99.99% |
10.07.2024 | 0.43% | 94.10 % | 94.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'278 CHF | 235'278 CHF | 99.99% | 99.99% |
09.07.2024 | 0.43% | 93.60 % | 94.00 % | 250'000 | 250'000 | 249'468 | 249'468 | 234'703 CHF | 235'701 CHF | 100.00% | 100.00% |
08.07.2024 | 0.43% | 93.60 % | 94.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'403 CHF | 235'403 CHF | 100.00% | 100.00% |
05.07.2024 | 0.43% | 93.30 % | 93.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'390 CHF | 235'390 CHF | 99.99% | 99.99% |
04.07.2024 | 0.43% | 93.90 % | 94.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'627 CHF | 235'627 CHF | 99.45% | 99.45% |
03.07.2024 | 0.43% | 93.70 % | 94.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'471 CHF | 234'471 CHF | 99.99% | 99.99% |
02.07.2024 | 0.43% | 93.40 % | 93.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'620 CHF | 232'620 CHF | 99.99% | 99.99% |