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 | 0.63% | 78.70 % | 79.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 198'540 CHF | 199'790 CHF | 100.00% | 100.00% |
12.07.2024 | 0.62% | 80.99 % | 81.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'358 CHF | 202'608 CHF | 74.71% | 74.71% |
11.07.2024 | 0.61% | 81.29 % | 81.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 202'885 CHF | 204'135 CHF | 100.00% | 100.00% |
10.07.2024 | 0.62% | 80.99 % | 81.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 199'725 CHF | 200'975 CHF | 94.73% | 94.73% |
09.07.2024 | 0.62% | 79.74 % | 80.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 202'425 CHF | 203'675 CHF | 97.75% | 97.75% |
08.07.2024 | 0.61% | 82.13 % | 82.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 203'692 CHF | 204'942 CHF | 99.78% | 99.78% |
05.07.2024 | 0.60% | 81.79 % | 82.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'887 CHF | 208'137 CHF | 99.42% | 99.42% |
04.07.2024 | 0.63% | 78.27 % | 78.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 196'714 CHF | 197'964 CHF | 98.26% | 98.26% |
03.07.2024 | 0.64% | 78.61 % | 79.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 194'500 CHF | 195'750 CHF | 100.00% | 100.00% |
02.07.2024 | 0.66% | 76.12 % | 76.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 189'247 CHF | 190'497 CHF | 98.71% | 98.71% |