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% | 97.51 % | 98.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'525 CHF | 245'525 CHF | 100.00% | 100.00% |
12.07.2024 | 0.82% | 97.61 % | 98.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'334 CHF | 245'334 CHF | 100.00% | 100.00% |
11.07.2024 | 0.82% | 97.10 % | 97.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'056 CHF | 244'056 CHF | 100.00% | 100.00% |
10.07.2024 | 0.83% | 96.73 % | 97.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'194 CHF | 243'194 CHF | 100.00% | 100.00% |
09.07.2024 | 0.83% | 96.30 % | 97.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'583 CHF | 242'583 CHF | 100.00% | 100.00% |
08.07.2024 | 0.82% | 96.54 % | 97.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'485 CHF | 243'485 CHF | 99.19% | 99.19% |
05.07.2024 | 0.82% | 96.55 % | 97.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'284 CHF | 244'284 CHF | 100.00% | 100.00% |
04.07.2024 | 0.82% | 96.80 % | 97.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'677 CHF | 243'677 CHF | 100.00% | 100.00% |
03.07.2024 | 0.83% | 96.41 % | 97.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'002 CHF | 243'002 CHF | 99.95% | 99.95% |
02.07.2024 | 0.83% | 95.62 % | 96.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'788 CHF | 240'788 CHF | 100.00% | 100.00% |