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 | 0.82% | 96.88 % | 97.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'189 CHF | 244'189 CHF | 100.00% | 100.00% |
12.07.2024 | 0.82% | 96.72 % | 97.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'495 CHF | 243'495 CHF | 100.00% | 100.00% |
11.07.2024 | 0.82% | 97.11 % | 97.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'570 CHF | 245'570 CHF | 98.82% | 98.82% |
10.07.2024 | 0.80% | 99.91 % | 100.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'177 CHF | 251'177 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.53 % | 100.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'663 CHF | 250'663 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 98.99 % | 99.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'135 CHF | 250'135 CHF | 99.86% | 99.86% |
05.07.2024 | 0.80% | 98.97 % | 99.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'702 CHF | 249'702 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.00 % | 99.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'539 CHF | 249'539 CHF | 100.00% | 100.00% |
03.07.2024 | 0.81% | 98.85 % | 99.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'604 CHF | 248'604 CHF | 99.90% | 99.90% |
02.07.2024 | 0.81% | 98.60 % | 99.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'367 CHF | 247'367 CHF | 100.00% | 100.00% |