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 | - | 80.61 % | 84.52 % | 250'000 | 250'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 18.36% |
12.07.2024 | 0.80% | 100.17 % | 100.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'730 CHF | 251'730 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 99.28 % | 100.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'867 CHF | 249'867 CHF | 100.00% | 100.00% |
10.07.2024 | 0.81% | 98.45 % | 99.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'216 CHF | 247'216 CHF | 100.00% | 100.00% |
09.07.2024 | 0.81% | 97.94 % | 98.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'101 CHF | 248'101 CHF | 100.00% | 100.00% |
08.07.2024 | 0.81% | 98.50 % | 99.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'944 CHF | 248'944 CHF | 99.52% | 99.52% |
05.07.2024 | 0.80% | 97.74 % | 98.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'670 CHF | 249'670 CHF | 100.00% | 100.00% |
04.07.2024 | 0.81% | 99.06 % | 99.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'128 CHF | 249'128 CHF | 100.00% | 100.00% |
03.07.2024 | 0.81% | 98.44 % | 99.24 % | 250'000 | 230'000 | 250'000 | 246'348 | 245'422 CHF | 243'792 CHF | 99.61% | 99.61% |
02.07.2024 | 0.82% | 97.59 % | 98.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'602 CHF | 243'602 CHF | 99.97% | 99.97% |