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% | 97.63 % | 98.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'082 CHF | 246'082 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 98.23 % | 99.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'257 CHF | 248'257 CHF | 100.00% | 100.00% |
11.07.2024 | 0.81% | 98.52 % | 99.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'245 CHF | 249'245 CHF | 100.00% | 100.00% |
10.07.2024 | 0.81% | 99.04 % | 99.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'407 CHF | 249'407 CHF | 100.00% | 100.00% |
09.07.2024 | 0.82% | 97.99 % | 98.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'932 CHF | 245'932 CHF | 100.00% | 100.00% |
08.07.2024 | 0.81% | 97.52 % | 98.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'797 CHF | 246'797 CHF | 99.79% | 99.79% |
05.07.2024 | 0.82% | 97.24 % | 98.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'232 CHF | 245'232 CHF | 100.00% | 100.00% |
04.07.2024 | 0.82% | 96.82 % | 97.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'938 CHF | 243'938 CHF | 76.06% | 76.06% |
03.07.2024 | 0.83% | 96.39 % | 97.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'093 CHF | 242'093 CHF | 99.77% | 99.77% |
02.07.2024 | 0.83% | 95.55 % | 96.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'466 CHF | 242'466 CHF | 100.00% | 100.00% |