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 | 0.83% | 95.79 % | 96.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'604 CHF | 241'604 CHF | 100.00% | 100.00% |
12.07.2024 | 0.83% | 96.51 % | 97.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'719 CHF | 242'719 CHF | 100.00% | 100.00% |
11.07.2024 | 0.83% | 96.08 % | 96.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'700 CHF | 241'700 CHF | 100.00% | 100.00% |
10.07.2024 | 0.84% | 95.53 % | 96.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'296 CHF | 240'296 CHF | 100.00% | 100.00% |
09.07.2024 | 0.84% | 95.07 % | 95.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'335 CHF | 240'335 CHF | 100.00% | 100.00% |
08.07.2024 | 0.83% | 95.60 % | 96.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'170 CHF | 241'170 CHF | 99.58% | 99.58% |
05.07.2024 | 0.83% | 95.60 % | 96.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'970 CHF | 241'970 CHF | 100.00% | 100.00% |
04.07.2024 | 0.83% | 95.60 % | 96.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'050 CHF | 241'050 CHF | 100.00% | 100.00% |
03.07.2024 | 0.83% | 95.71 % | 96.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'761 CHF | 240'761 CHF | 99.85% | 99.85% |
02.07.2024 | 0.84% | 95.17 % | 95.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'567 CHF | 239'567 CHF | 100.00% | 100.00% |