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% | 92.31 % | 93.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'862 CHF | 232'862 CHF | 100.00% | 100.00% |
12.07.2024 | 0.86% | 92.71 % | 93.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'739 CHF | 232'739 CHF | 100.00% | 100.00% |
11.07.2024 | 0.87% | 91.97 % | 92.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'892 CHF | 231'892 CHF | 100.00% | 100.00% |
10.07.2024 | 0.87% | 91.69 % | 92.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'075 CHF | 231'075 CHF | 100.00% | 100.00% |
09.07.2024 | 0.87% | 91.01 % | 91.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'846 CHF | 230'846 CHF | 100.00% | 100.00% |
08.07.2024 | 0.87% | 91.84 % | 92.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'745 CHF | 231'745 CHF | 99.12% | 99.12% |
05.07.2024 | 0.87% | 91.45 % | 92.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'040 CHF | 231'040 CHF | 100.00% | 100.00% |
04.07.2024 | 0.87% | 91.15 % | 91.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'167 CHF | 230'167 CHF | 100.00% | 100.00% |
03.07.2024 | 0.87% | 91.30 % | 92.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'990 CHF | 229'990 CHF | 99.92% | 99.92% |
02.07.2024 | 0.89% | 90.26 % | 91.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'560 CHF | 226'560 CHF | 100.00% | 100.00% |