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 | 0.82% | 97.04 % | 97.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'959 CHF | 244'959 CHF | 100.00% | 100.00% |
12.07.2024 | 0.83% | 96.72 % | 97.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'843 CHF | 242'843 CHF | 100.00% | 100.00% |
11.07.2024 | 0.83% | 95.79 % | 96.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'270 CHF | 241'270 CHF | 100.00% | 100.00% |
10.07.2024 | 0.84% | 95.17 % | 95.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'228 CHF | 238'228 CHF | 99.99% | 99.99% |
09.07.2024 | 0.85% | 94.03 % | 94.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'682 CHF | 237'682 CHF | 100.00% | 100.00% |
08.07.2024 | 0.85% | 93.79 % | 94.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'531 CHF | 236'531 CHF | 99.63% | 99.63% |
05.07.2024 | 0.85% | 93.70 % | 94.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'363 CHF | 237'363 CHF | 99.99% | 99.99% |
04.07.2024 | 0.85% | 93.72 % | 94.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'590 CHF | 235'590 CHF | 100.00% | 100.00% |
03.07.2024 | 0.84% | 94.27 % | 95.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'006 CHF | 238'006 CHF | 99.70% | 99.70% |
02.07.2024 | 0.84% | 94.84 % | 95.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'051 CHF | 238'051 CHF | 99.99% | 99.99% |