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 | 0.85% | 93.70 % | 94.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'057 CHF | 236'057 CHF | 100.00% | 100.00% |
12.07.2024 | 0.85% | 93.61 % | 94.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'388 CHF | 235'388 CHF | 100.00% | 100.00% |
11.07.2024 | 0.86% | 93.15 % | 93.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'275 CHF | 234'275 CHF | 100.00% | 100.00% |
10.07.2024 | 0.83% | 95.73 % | 96.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'812 CHF | 240'812 CHF | 100.00% | 100.00% |
09.07.2024 | 0.85% | 94.19 % | 94.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'263 CHF | 237'263 CHF | 100.00% | 100.00% |
08.07.2024 | 0.84% | 94.84 % | 95.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'347 CHF | 239'347 CHF | 99.59% | 99.59% |
05.07.2024 | 0.84% | 94.60 % | 95.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'649 CHF | 238'649 CHF | 100.00% | 100.00% |
04.07.2024 | 0.85% | 93.43 % | 94.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'075 CHF | 235'075 CHF | 100.00% | 100.00% |
03.07.2024 | 0.85% | 92.90 % | 93.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'953 CHF | 234'953 CHF | 99.79% | 99.79% |
02.07.2024 | 0.87% | 91.68 % | 92.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'625 CHF | 229'625 CHF | 99.99% | 99.99% |