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 | 0.86% | 92.81 % | 93.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'694 CHF | 234'694 CHF | 100.00% | 100.00% |
12.07.2024 | 0.86% | 92.67 % | 93.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'188 CHF | 233'188 CHF | 100.00% | 100.00% |
11.07.2024 | 0.86% | 92.86 % | 93.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'478 CHF | 233'478 CHF | 100.00% | 100.00% |
10.07.2024 | 0.86% | 92.50 % | 93.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'720 CHF | 232'720 CHF | 100.00% | 100.00% |
09.07.2024 | 0.87% | 91.76 % | 92.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'921 CHF | 231'921 CHF | 100.00% | 100.00% |
08.07.2024 | 0.87% | 92.05 % | 92.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'743 CHF | 231'743 CHF | 99.68% | 99.68% |
05.07.2024 | 0.87% | 91.94 % | 92.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'259 CHF | 231'259 CHF | 100.00% | 100.00% |
04.07.2024 | 0.87% | 91.06 % | 91.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'298 CHF | 230'298 CHF | 100.00% | 100.00% |
03.07.2024 | 0.87% | 91.56 % | 92.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'276 CHF | 230'276 CHF | 99.71% | 99.71% |
02.07.2024 | 0.88% | 90.89 % | 91.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'466 CHF | 228'466 CHF | 100.00% | 100.00% |