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% | 95.64 % | 96.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'733 CHF | 242'733 CHF | 100.00% | 100.00% |
12.07.2024 | 0.82% | 96.45 % | 97.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'272 CHF | 244'272 CHF | 100.00% | 100.00% |
11.07.2024 | 0.82% | 97.28 % | 98.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'896 CHF | 244'896 CHF | 68.12% | 68.12% |
10.07.2024 | 0.82% | 96.78 % | 97.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'695 CHF | 243'695 CHF | 100.00% | 100.00% |
09.07.2024 | 0.83% | 95.94 % | 96.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'697 CHF | 240'697 CHF | 100.00% | 100.00% |
08.07.2024 | 0.84% | 95.06 % | 95.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'304 CHF | 240'304 CHF | 99.75% | 99.75% |
05.07.2024 | 0.84% | 94.91 % | 95.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'166 CHF | 240'166 CHF | 100.00% | 100.00% |
04.07.2024 | 0.83% | 95.63 % | 96.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'301 CHF | 241'301 CHF | 100.00% | 100.00% |
03.07.2024 | 0.83% | 95.71 % | 96.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'594 CHF | 242'594 CHF | 99.76% | 99.76% |
02.07.2024 | 0.82% | 96.46 % | 97.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'907 CHF | 244'907 CHF | 100.00% | 100.00% |