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% | 95.96 % | 96.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'881 CHF | 240'881 CHF | 100.00% | 100.00% |
12.07.2024 | 0.84% | 95.55 % | 96.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'027 CHF | 238'027 CHF | 100.00% | 100.00% |
11.07.2024 | 0.83% | 94.80 % | 95.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'537 CHF | 240'537 CHF | 100.00% | 100.00% |
10.07.2024 | 0.84% | 95.43 % | 96.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'950 CHF | 239'950 CHF | 100.00% | 100.00% |
09.07.2024 | 0.84% | 94.38 % | 95.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'297 CHF | 240'297 CHF | 100.00% | 100.00% |
08.07.2024 | 0.85% | 93.60 % | 94.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'397 CHF | 236'397 CHF | 99.40% | 99.40% |
05.07.2024 | 0.87% | 92.56 % | 93.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'997 CHF | 229'997 CHF | 100.00% | 100.00% |
04.07.2024 | 0.88% | 90.76 % | 91.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'721 CHF | 228'721 CHF | 100.00% | 100.00% |
03.07.2024 | 0.88% | 90.69 % | 91.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'729 CHF | 228'729 CHF | 99.07% | 99.07% |
02.07.2024 | 0.89% | 89.68 % | 90.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'432 CHF | 225'432 CHF | 100.00% | 100.00% |