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 | 0.87% | 90.73 % | 91.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'665 CHF | 229'665 CHF | 100.00% | 100.00% |
12.07.2024 | 0.88% | 90.67 % | 91.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'179 CHF | 228'179 CHF | 100.00% | 100.00% |
11.07.2024 | 0.88% | 90.79 % | 91.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'387 CHF | 228'387 CHF | 100.00% | 100.00% |
10.07.2024 | 0.88% | 90.44 % | 91.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'663 CHF | 227'663 CHF | 100.00% | 100.00% |
09.07.2024 | 0.89% | 89.70 % | 90.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'761 CHF | 226'761 CHF | 100.00% | 100.00% |
08.07.2024 | 0.89% | 89.92 % | 90.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'492 CHF | 226'492 CHF | 99.53% | 99.53% |
05.07.2024 | 0.89% | 89.74 % | 90.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'823 CHF | 225'823 CHF | 100.00% | 100.00% |
04.07.2024 | 0.89% | 88.83 % | 89.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'814 CHF | 224'814 CHF | 100.00% | 100.00% |
03.07.2024 | 0.89% | 89.34 % | 90.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'613 CHF | 224'613 CHF | 99.97% | 99.97% |
02.07.2024 | 0.90% | 88.52 % | 89.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'519 CHF | 222'519 CHF | 100.00% | 100.00% |