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 | 0.89% | 87.48 % | 88.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'779 CHF | 224'779 CHF | 99.53% | 99.53% |
12.07.2024 | 0.88% | 90.82 % | 91.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'319 CHF | 228'319 CHF | 100.00% | 100.00% |
11.07.2024 | 0.89% | 89.76 % | 90.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'487 CHF | 226'487 CHF | 100.00% | 100.00% |
10.07.2024 | 0.93% | 86.94 % | 87.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'166 CHF | 217'166 CHF | 100.00% | 100.00% |
09.07.2024 | 0.93% | 84.24 % | 85.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'190 CHF | 217'190 CHF | 99.92% | 99.92% |
08.07.2024 | 0.94% | 87.05 % | 87.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'568 CHF | 214'568 CHF | 99.68% | 99.68% |
05.07.2024 | 0.95% | 83.70 % | 84.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'542 CHF | 211'542 CHF | 99.98% | 99.98% |
04.07.2024 | 0.95% | 83.64 % | 84.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'950 CHF | 210'950 CHF | 100.00% | 100.00% |
03.07.2024 | 0.97% | 82.69 % | 83.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'048 CHF | 207'048 CHF | 99.66% | 99.66% |
02.07.2024 | 0.98% | 81.21 % | 82.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 203'088 CHF | 205'088 CHF | 100.00% | 100.00% |