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% | 90.52 % | 91.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'908 CHF | 229'908 CHF | 100.00% | 100.00% |
12.07.2024 | 0.87% | 91.44 % | 92.24 % | 250'000 | 250'000 | 250'000 | 248'130 | 229'254 CHF | 229'523 CHF | 92.16% | 92.16% |
11.07.2024 | 0.88% | 90.75 % | 91.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'364 CHF | 228'364 CHF | 100.00% | 100.00% |
10.07.2024 | 0.89% | 89.47 % | 90.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'271 CHF | 225'271 CHF | 100.00% | 100.00% |
09.07.2024 | 0.89% | 88.99 % | 89.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'815 CHF | 226'815 CHF | 100.00% | 100.00% |
08.07.2024 | 0.88% | 89.87 % | 90.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'325 CHF | 228'325 CHF | 99.63% | 99.63% |
05.07.2024 | 0.88% | 89.84 % | 90.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'195 CHF | 227'195 CHF | 100.00% | 100.00% |
04.07.2024 | 0.89% | 89.56 % | 90.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'894 CHF | 225'894 CHF | 100.00% | 100.00% |
03.07.2024 | 0.88% | 89.50 % | 90.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'993 CHF | 227'993 CHF | 99.76% | 99.76% |
02.07.2024 | 0.89% | 89.32 % | 90.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'586 CHF | 226'586 CHF | 100.00% | 100.00% |