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 | 0.83% | 96.21 % | 97.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'580 CHF | 242'580 CHF | 100.00% | 100.00% |
12.07.2024 | 0.83% | 96.18 % | 96.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'415 CHF | 242'415 CHF | 100.00% | 100.00% |
11.07.2024 | 0.83% | 96.12 % | 96.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'270 CHF | 242'270 CHF | 100.00% | 100.00% |
10.07.2024 | 0.83% | 96.07 % | 96.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'095 CHF | 242'095 CHF | 100.00% | 100.00% |
09.07.2024 | 0.83% | 96.01 % | 96.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'050 CHF | 242'050 CHF | 100.00% | 100.00% |
08.07.2024 | 0.83% | 96.00 % | 96.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'973 CHF | 241'973 CHF | 99.67% | 99.67% |
05.07.2024 | 0.83% | 95.97 % | 96.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'981 CHF | 241'981 CHF | 100.00% | 100.00% |
04.07.2024 | 0.83% | 95.96 % | 96.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'872 CHF | 241'872 CHF | 100.00% | 100.00% |
03.07.2024 | 0.83% | 95.96 % | 96.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'905 CHF | 241'905 CHF | 99.64% | 99.64% |
02.07.2024 | 0.83% | 95.97 % | 96.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'913 CHF | 241'913 CHF | 100.00% | 100.00% |