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% | 91.16 % | 91.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'717 CHF | 230'717 CHF | 100.00% | 100.00% |
12.07.2024 | 0.87% | 92.03 % | 92.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'938 CHF | 230'938 CHF | 100.00% | 100.00% |
11.07.2024 | 0.87% | 91.21 % | 92.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'556 CHF | 230'556 CHF | 100.00% | 100.00% |
10.07.2024 | 0.88% | 90.48 % | 91.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'217 CHF | 229'217 CHF | 100.00% | 100.00% |
09.07.2024 | 0.89% | 89.14 % | 89.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'622 CHF | 225'622 CHF | 100.00% | 100.00% |
08.07.2024 | 0.89% | 89.67 % | 90.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'748 CHF | 226'748 CHF | 99.32% | 99.32% |
05.07.2024 | 0.88% | 89.66 % | 90.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'017 CHF | 227'017 CHF | 100.00% | 100.00% |
04.07.2024 | 0.88% | 90.14 % | 90.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'954 CHF | 227'954 CHF | 100.00% | 100.00% |
03.07.2024 | 0.88% | 90.18 % | 90.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'813 CHF | 227'813 CHF | 99.89% | 99.89% |
02.07.2024 | 0.89% | 89.77 % | 90.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'290 CHF | 225'290 CHF | 99.98% | 99.98% |