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% | 95.56 % | 96.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'092 CHF | 242'092 CHF | 100.00% | 100.00% |
12.07.2024 | 0.83% | 96.18 % | 96.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'318 CHF | 243'318 CHF | 100.00% | 100.00% |
11.07.2024 | 0.83% | 95.70 % | 96.50 % | 250'000 | 235'000 | 250'000 | 235'241 | 239'118 CHF | 226'882 CHF | 100.00% | 100.00% |
10.07.2024 | 0.84% | 94.64 % | 95.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'040 CHF | 238'040 CHF | 100.00% | 100.00% |
09.07.2024 | 0.84% | 94.26 % | 95.06 % | 250'000 | 208'000 | 250'000 | 213'818 | 238'049 CHF | 205'312 CHF | 100.00% | 100.00% |
08.07.2024 | 0.83% | 95.15 % | 95.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'058 CHF | 241'058 CHF | 99.37% | 99.37% |
05.07.2024 | 0.84% | 94.95 % | 95.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'874 CHF | 239'874 CHF | 100.00% | 100.00% |
04.07.2024 | 0.84% | 94.76 % | 95.56 % | 250'000 | 150'000 | 250'000 | 152'731 | 236'804 CHF | 145'892 CHF | 100.00% | 100.00% |
03.07.2024 | 0.83% | 94.82 % | 95.62 % | 250'000 | 240'000 | 250'000 | 242'858 | 239'484 CHF | 234'583 CHF | 99.68% | 99.68% |
02.07.2024 | 0.83% | 94.82 % | 95.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'715 CHF | 240'715 CHF | 100.00% | 100.00% |