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 | 0.81% | 98.75 % | 99.55 % | 250'000 | 180'000 | 250'000 | 191'564 | 247'129 CHF | 190'878 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 98.52 % | 99.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'243 CHF | 248'243 CHF | 100.00% | 100.00% |
11.07.2024 | 0.81% | 98.23 % | 99.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'471 CHF | 247'471 CHF | 100.00% | 100.00% |
10.07.2024 | 0.81% | 98.17 % | 98.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'410 CHF | 246'410 CHF | 100.00% | 100.00% |
09.07.2024 | 0.82% | 97.37 % | 98.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'070 CHF | 246'070 CHF | 100.00% | 100.00% |
08.07.2024 | 0.82% | 97.33 % | 98.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'162 CHF | 245'162 CHF | 99.34% | 99.34% |
05.07.2024 | 0.82% | 96.86 % | 97.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'329 CHF | 245'329 CHF | 100.00% | 100.00% |
04.07.2024 | 0.82% | 97.31 % | 98.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'716 CHF | 244'716 CHF | 100.00% | 100.00% |
03.07.2024 | 0.81% | 97.79 % | 98.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'808 CHF | 246'808 CHF | 99.80% | 99.80% |
02.07.2024 | 0.81% | 98.21 % | 99.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'070 CHF | 247'070 CHF | 100.00% | 100.00% |