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% | 97.79 % | 98.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'785 CHF | 246'785 CHF | 100.00% | 100.00% |
12.07.2024 | 0.82% | 97.71 % | 98.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'671 CHF | 245'671 CHF | 100.00% | 100.00% |
11.07.2024 | 0.82% | 97.14 % | 97.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'432 CHF | 244'432 CHF | 100.00% | 100.00% |
10.07.2024 | 0.83% | 96.72 % | 97.52 % | 250'000 | 240'000 | 250'000 | 248'956 | 240'185 CHF | 241'169 CHF | 100.00% | 100.00% |
09.07.2024 | 0.83% | 95.57 % | 96.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'801 CHF | 241'801 CHF | 100.00% | 100.00% |
08.07.2024 | 0.83% | 95.59 % | 96.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'131 CHF | 241'131 CHF | 99.55% | 99.55% |
05.07.2024 | 0.83% | 95.56 % | 96.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'152 CHF | 242'152 CHF | 100.00% | 100.00% |
04.07.2024 | 0.83% | 95.80 % | 96.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'740 CHF | 240'740 CHF | 100.00% | 100.00% |
03.07.2024 | 0.83% | 96.30 % | 97.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'082 CHF | 243'082 CHF | 99.96% | 99.96% |
02.07.2024 | 0.83% | 96.85 % | 97.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'134 CHF | 243'134 CHF | 100.00% | 100.00% |