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 | 1.00% | 77.36 % | 78.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 192'575 CHF | 194'511 CHF | 100.00% | 100.00% |
12.07.2024 | 1.00% | 78.26 % | 79.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 196'575 CHF | 198'549 CHF | 100.00% | 100.00% |
11.07.2024 | 1.00% | 77.55 % | 78.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 192'413 CHF | 194'343 CHF | 91.69% | 91.69% |
10.07.2024 | 0.92% | 87.02 % | 87.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'302 CHF | 219'302 CHF | 100.00% | 100.00% |
09.07.2024 | 0.90% | 88.20 % | 89.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'699 CHF | 223'699 CHF | 100.00% | 100.00% |
08.07.2024 | 0.89% | 88.93 % | 89.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'980 CHF | 225'980 CHF | 99.27% | 99.27% |
05.07.2024 | 0.89% | 88.94 % | 89.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'936 CHF | 224'936 CHF | 100.00% | 100.00% |
04.07.2024 | 0.89% | 88.71 % | 89.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'699 CHF | 224'699 CHF | 94.70% | 94.70% |
03.07.2024 | 0.94% | 85.77 % | 86.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'876 CHF | 213'876 CHF | 99.92% | 99.92% |
02.07.2024 | 0.98% | 81.26 % | 82.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 202'338 CHF | 204'338 CHF | 100.00% | 100.00% |