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% | 97.91 % | 98.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'911 CHF | 246'911 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 97.89 % | 98.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'450 CHF | 246'450 CHF | 100.00% | 100.00% |
11.07.2024 | 0.82% | 97.49 % | 98.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'641 CHF | 245'641 CHF | 100.00% | 100.00% |
10.07.2024 | 0.82% | 97.29 % | 98.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'157 CHF | 244'157 CHF | 100.00% | 100.00% |
09.07.2024 | 0.82% | 96.55 % | 97.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'865 CHF | 243'865 CHF | 100.00% | 100.00% |
08.07.2024 | 0.82% | 96.59 % | 97.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'453 CHF | 243'453 CHF | 99.86% | 99.86% |
05.07.2024 | 0.82% | 96.50 % | 97.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'975 CHF | 243'975 CHF | 100.00% | 100.00% |
04.07.2024 | 0.83% | 96.64 % | 97.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'277 CHF | 243'277 CHF | 100.00% | 100.00% |
03.07.2024 | 0.82% | 96.94 % | 97.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'468 CHF | 244'468 CHF | 99.95% | 99.95% |
02.07.2024 | 0.82% | 97.20 % | 98.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'416 CHF | 244'416 CHF | 100.00% | 100.00% |