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 | 0.88% | 90.90 % | 91.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'443 CHF | 229'443 CHF | 100.00% | 100.00% |
12.07.2024 | 0.88% | 90.90 % | 91.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'517 CHF | 228'517 CHF | 100.00% | 100.00% |
11.07.2024 | 0.88% | 90.07 % | 90.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'077 CHF | 227'077 CHF | 99.97% | 99.97% |
10.07.2024 | 0.89% | 89.59 % | 90.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'314 CHF | 226'314 CHF | 100.00% | 100.00% |
09.07.2024 | 0.89% | 89.08 % | 89.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'282 CHF | 226'282 CHF | 100.00% | 100.00% |
08.07.2024 | 0.88% | 89.86 % | 90.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'598 CHF | 227'598 CHF | 99.44% | 99.44% |
05.07.2024 | 0.88% | 90.08 % | 90.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'094 CHF | 227'094 CHF | 100.00% | 100.00% |
04.07.2024 | 0.88% | 90.23 % | 91.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'362 CHF | 227'362 CHF | 100.00% | 100.00% |
03.07.2024 | 0.90% | 89.62 % | 90.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'750 CHF | 223'750 CHF | 99.93% | 99.93% |
02.07.2024 | 0.90% | 88.94 % | 89.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'315 CHF | 224'315 CHF | 100.00% | 100.00% |