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 | 0.88% | 90.42 % | 91.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'830 CHF | 227'830 CHF | 100.00% | 100.00% |
12.07.2024 | 0.88% | 90.79 % | 91.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'665 CHF | 228'665 CHF | 100.00% | 100.00% |
11.07.2024 | 0.87% | 92.28 % | 93.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'267 CHF | 231'267 CHF | 100.00% | 100.00% |
10.07.2024 | 0.87% | 91.60 % | 92.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'118 CHF | 231'118 CHF | 100.00% | 100.00% |
09.07.2024 | 0.86% | 91.10 % | 91.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'180 CHF | 233'180 CHF | 100.00% | 100.00% |
08.07.2024 | 0.86% | 92.77 % | 93.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'289 CHF | 233'289 CHF | 99.18% | 99.18% |
05.07.2024 | 0.85% | 93.60 % | 94.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'677 CHF | 235'677 CHF | 100.00% | 100.00% |
04.07.2024 | 0.86% | 93.10 % | 93.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'598 CHF | 234'598 CHF | 100.00% | 100.00% |
03.07.2024 | 0.85% | 93.75 % | 94.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'633 CHF | 235'633 CHF | 99.75% | 99.75% |
02.07.2024 | 0.87% | 92.79 % | 93.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'911 CHF | 230'911 CHF | 100.00% | 100.00% |