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 | 0.84% | 94.60 % | 95.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'735 CHF | 238'735 CHF | 100.00% | 100.00% |
12.07.2024 | 0.84% | 94.78 % | 95.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'756 CHF | 237'756 CHF | 100.00% | 100.00% |
11.07.2024 | 0.83% | 94.91 % | 95.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'796 CHF | 240'796 CHF | 90.45% | 90.45% |
10.07.2024 | 0.81% | 98.72 % | 99.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'065 CHF | 248'065 CHF | 100.00% | 100.00% |
09.07.2024 | 0.81% | 98.23 % | 99.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'418 CHF | 247'418 CHF | 100.00% | 100.00% |
08.07.2024 | 0.81% | 97.67 % | 98.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'804 CHF | 246'804 CHF | 99.62% | 99.62% |
05.07.2024 | 0.82% | 97.51 % | 98.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'105 CHF | 246'105 CHF | 100.00% | 100.00% |
04.07.2024 | 0.82% | 97.52 % | 98.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'854 CHF | 245'854 CHF | 100.00% | 100.00% |
03.07.2024 | 0.82% | 97.32 % | 98.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'737 CHF | 244'737 CHF | 99.72% | 99.72% |
02.07.2024 | 0.82% | 97.07 % | 97.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'444 CHF | 243'444 CHF | 100.00% | 100.00% |