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 | 0.84% | 94.97 % | 95.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'364 CHF | 239'364 CHF | 100.00% | 100.00% |
12.07.2024 | 0.83% | 95.92 % | 96.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'904 CHF | 241'904 CHF | 100.00% | 100.00% |
11.07.2024 | 0.83% | 96.10 % | 96.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'458 CHF | 241'458 CHF | 99.97% | 99.97% |
10.07.2024 | 0.84% | 95.32 % | 96.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'399 CHF | 240'399 CHF | 100.00% | 100.00% |
09.07.2024 | 0.84% | 94.27 % | 95.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'594 CHF | 238'594 CHF | 100.00% | 100.00% |
08.07.2024 | 0.83% | 95.36 % | 96.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'426 CHF | 242'426 CHF | 99.82% | 99.82% |
05.07.2024 | 0.83% | 95.06 % | 95.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'596 CHF | 240'596 CHF | 100.00% | 100.00% |
04.07.2024 | 0.84% | 95.53 % | 96.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'516 CHF | 240'516 CHF | 100.00% | 100.00% |
03.07.2024 | 0.84% | 95.57 % | 96.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'729 CHF | 239'729 CHF | 99.91% | 99.91% |
02.07.2024 | 0.85% | 94.11 % | 94.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'584 CHF | 237'584 CHF | 100.00% | 100.00% |