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% | 92.75 % | 93.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'341 CHF | 233'341 CHF | 100.00% | 100.00% |
12.07.2024 | 0.86% | 93.19 % | 93.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'547 CHF | 233'547 CHF | 100.00% | 100.00% |
11.07.2024 | 0.86% | 93.11 % | 93.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'613 CHF | 234'613 CHF | 100.00% | 100.00% |
10.07.2024 | 0.85% | 93.32 % | 94.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'716 CHF | 235'716 CHF | 100.00% | 100.00% |
09.07.2024 | 0.85% | 93.36 % | 94.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'824 CHF | 236'824 CHF | 100.00% | 100.00% |
08.07.2024 | 0.84% | 94.65 % | 95.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'048 CHF | 238'048 CHF | 99.52% | 99.52% |
05.07.2024 | 0.85% | 93.95 % | 94.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'942 CHF | 236'942 CHF | 100.00% | 100.00% |
04.07.2024 | 0.85% | 93.64 % | 94.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'614 CHF | 235'614 CHF | 100.00% | 100.00% |
03.07.2024 | 0.85% | 93.50 % | 94.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'199 CHF | 235'199 CHF | 99.92% | 99.92% |
02.07.2024 | 0.87% | 92.26 % | 93.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'188 CHF | 232'188 CHF | 100.00% | 100.00% |