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% | 95.68 % | 96.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'561 CHF | 242'561 CHF | 100.00% | 100.00% |
12.07.2024 | 0.83% | 96.80 % | 97.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'873 CHF | 242'873 CHF | 100.00% | 100.00% |
11.07.2024 | 0.83% | 96.68 % | 97.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'019 CHF | 243'019 CHF | 100.00% | 100.00% |
10.07.2024 | 0.83% | 95.70 % | 96.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'471 CHF | 241'471 CHF | 100.00% | 100.00% |
09.07.2024 | 0.83% | 96.14 % | 96.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'375 CHF | 243'375 CHF | 100.00% | 100.00% |
08.07.2024 | 0.82% | 96.94 % | 97.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'515 CHF | 245'515 CHF | 99.54% | 99.54% |
05.07.2024 | 0.81% | 97.49 % | 98.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'793 CHF | 246'793 CHF | 100.00% | 100.00% |
04.07.2024 | 0.82% | 97.16 % | 97.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'552 CHF | 244'552 CHF | 100.00% | 100.00% |
03.07.2024 | 0.82% | 97.24 % | 98.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'902 CHF | 244'902 CHF | 99.74% | 99.74% |
02.07.2024 | 0.83% | 96.19 % | 96.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'877 CHF | 241'877 CHF | 100.00% | 100.00% |