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% | 96.78 % | 97.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'969 CHF | 243'969 CHF | 100.00% | 100.00% |
12.07.2024 | 0.83% | 96.49 % | 97.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'251 CHF | 243'251 CHF | 100.00% | 100.00% |
11.07.2024 | 0.82% | 96.93 % | 97.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'899 CHF | 244'899 CHF | 25.69% | 25.69% |
10.07.2024 | 0.80% | 100.02 % | 100.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'666 CHF | 251'666 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.71 % | 100.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'147 CHF | 251'147 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 99.29 % | 100.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'881 CHF | 250'881 CHF | 99.29% | 99.29% |
05.07.2024 | 0.80% | 99.24 % | 100.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'319 CHF | 250'319 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.30 % | 100.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'296 CHF | 250'296 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 99.17 % | 99.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'502 CHF | 249'502 CHF | 99.93% | 99.93% |
02.07.2024 | 0.81% | 98.90 % | 99.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'541 CHF | 248'541 CHF | 100.00% | 100.00% |