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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.84% | 94.66 % | 95.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'451 CHF | 238'451 CHF | 100.00% | 100.00% |
24.07.2024 | 0.84% | 94.54 % | 95.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'547 CHF | 238'547 CHF | 100.00% | 100.00% |
23.07.2024 | 0.84% | 94.67 % | 95.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'500 CHF | 238'500 CHF | 100.00% | 100.00% |
22.07.2024 | 0.84% | 94.62 % | 95.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'402 CHF | 238'402 CHF | 100.00% | 100.00% |
19.07.2024 | 0.84% | 94.75 % | 95.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'065 CHF | 239'065 CHF | 99.85% | 99.85% |
18.07.2024 | 0.84% | 94.99 % | 95.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'388 CHF | 239'388 CHF | 100.00% | 100.00% |
17.07.2024 | 0.84% | 95.09 % | 95.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'626 CHF | 239'626 CHF | 100.00% | 100.00% |
16.07.2024 | 0.84% | 95.07 % | 95.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'643 CHF | 239'643 CHF | 100.00% | 100.00% |
15.07.2024 | 0.84% | 95.11 % | 95.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'826 CHF | 239'826 CHF | 100.00% | 100.00% |
12.07.2024 | 0.84% | 95.26 % | 96.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'205 CHF | 240'205 CHF | 100.00% | 100.00% |