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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.81% | 98.64 % | 99.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'688 CHF | 247'688 CHF | 100.00% | 100.00% |
11.07.2024 | 0.82% | 97.77 % | 98.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'091 CHF | 246'091 CHF | 100.00% | 100.00% |
10.07.2024 | 0.82% | 96.92 % | 97.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'774 CHF | 243'774 CHF | 100.00% | 100.00% |
09.07.2024 | 0.82% | 96.76 % | 97.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'011 CHF | 245'011 CHF | 100.00% | 100.00% |
08.07.2024 | 0.82% | 97.32 % | 98.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'786 CHF | 245'786 CHF | 99.34% | 99.34% |
05.07.2024 | 0.81% | 97.30 % | 98.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'554 CHF | 247'554 CHF | 100.00% | 100.00% |
04.07.2024 | 0.82% | 97.90 % | 98.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'367 CHF | 246'367 CHF | 100.00% | 100.00% |
03.07.2024 | 0.82% | 97.33 % | 98.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'825 CHF | 244'825 CHF | 99.84% | 99.84% |
02.07.2024 | 0.83% | 96.78 % | 97.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'375 CHF | 242'375 CHF | 100.00% | 100.00% |
01.07.2024 | 0.83% | 96.45 % | 97.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'361 CHF | 243'361 CHF | 100.00% | 100.00% |