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% | 98.96 % | 99.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'433 CHF | 249'433 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 98.87 % | 99.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'057 CHF | 249'057 CHF | 78.49% | 78.49% |
11.07.2024 | 0.81% | 98.78 % | 99.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'738 CHF | 248'738 CHF | 100.00% | 100.00% |
10.07.2024 | 0.81% | 98.56 % | 99.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'267 CHF | 248'267 CHF | 94.72% | 94.72% |
09.07.2024 | 0.81% | 98.43 % | 99.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'150 CHF | 248'150 CHF | 97.74% | 97.74% |
08.07.2024 | 0.81% | 98.45 % | 99.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'014 CHF | 248'014 CHF | 99.79% | 99.79% |
05.07.2024 | 0.81% | 98.38 % | 99.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'954 CHF | 247'954 CHF | 100.00% | 100.00% |
04.07.2024 | 0.81% | 98.35 % | 99.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'767 CHF | 247'767 CHF | 98.27% | 98.27% |
03.07.2024 | 0.81% | 98.68 % | 99.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'479 CHF | 248'479 CHF | 100.00% | 100.00% |
02.07.2024 | 0.81% | 98.62 % | 99.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'549 CHF | 248'549 CHF | 100.00% | 100.00% |