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% | 98.79 % | 99.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'047 CHF | 249'047 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 98.77 % | 99.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'996 CHF | 248'996 CHF | 100.00% | 100.00% |
11.07.2024 | 0.81% | 98.80 % | 99.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'848 CHF | 248'848 CHF | 99.93% | 99.93% |
10.07.2024 | 0.81% | 98.66 % | 99.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'503 CHF | 248'503 CHF | 100.00% | 100.00% |
09.07.2024 | 0.81% | 98.53 % | 99.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'577 CHF | 248'577 CHF | 100.00% | 100.00% |
08.07.2024 | 0.81% | 98.45 % | 99.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'231 CHF | 248'231 CHF | 99.38% | 99.38% |
05.07.2024 | 0.81% | 98.45 % | 99.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'112 CHF | 248'112 CHF | 100.00% | 100.00% |
04.07.2024 | 0.81% | 98.40 % | 99.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'968 CHF | 247'968 CHF | 100.00% | 100.00% |
03.07.2024 | 0.81% | 98.27 % | 99.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'800 CHF | 247'800 CHF | 99.67% | 99.67% |
02.07.2024 | 0.81% | 98.01 % | 98.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'639 CHF | 246'639 CHF | 100.00% | 100.00% |