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% | 92.50 % | 93.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'684 CHF | 234'684 CHF | 99.99% | 99.99% |
12.07.2024 | 0.86% | 92.80 % | 93.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'777 CHF | 234'777 CHF | 100.00% | 100.00% |
11.07.2024 | 0.86% | 93.70 % | 94.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'711 CHF | 234'711 CHF | 100.00% | 100.00% |
10.07.2024 | 0.86% | 92.50 % | 93.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'595 CHF | 233'595 CHF | 100.00% | 100.00% |
09.07.2024 | 0.86% | 92.80 % | 93.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'791 CHF | 234'791 CHF | 99.26% | 99.26% |
08.07.2024 | 0.85% | 93.10 % | 93.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'841 CHF | 235'841 CHF | 100.00% | 100.00% |
05.07.2024 | 0.83% | 95.40 % | 96.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'139 CHF | 241'139 CHF | 99.34% | 99.34% |
04.07.2024 | 0.83% | 95.60 % | 96.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'626 CHF | 240'626 CHF | 99.45% | 99.45% |
03.07.2024 | 0.84% | 94.40 % | 95.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'001 CHF | 238'001 CHF | 100.00% | 100.00% |
02.07.2024 | 0.85% | 94.00 % | 94.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'490 CHF | 235'490 CHF | 100.00% | 100.00% |