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% | 95.55 % | 96.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'477 CHF | 241'477 CHF | 100.00% | 100.00% |
12.07.2024 | 0.84% | 95.52 % | 96.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'815 CHF | 239'815 CHF | 100.00% | 100.00% |
11.07.2024 | 0.84% | 95.18 % | 95.98 % | 250'000 | 235'000 | 250'000 | 235'320 | 238'187 CHF | 226'083 CHF | 100.00% | 100.00% |
10.07.2024 | 0.84% | 94.80 % | 95.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'388 CHF | 240'388 CHF | 100.00% | 100.00% |
09.07.2024 | 0.83% | 95.76 % | 96.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'112 CHF | 242'112 CHF | 100.00% | 100.00% |
08.07.2024 | 0.84% | 95.26 % | 96.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'056 CHF | 240'056 CHF | 99.33% | 99.33% |
05.07.2024 | 0.84% | 94.88 % | 95.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'820 CHF | 238'820 CHF | 100.00% | 100.00% |