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% | 96.55 % | 97.35 % | 220'000 | 15'000 | 221'316 | 219'357 | 214'042 CHF | 214'093 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 98.80 % | 99.60 % | 250'000 | 230'000 | 250'000 | 247'120 | 246'510 CHF | 245'642 CHF | 100.00% | 100.00% |
11.07.2024 | 0.81% | 98.35 % | 99.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'714 CHF | 247'714 CHF | 100.00% | 100.00% |
10.07.2024 | 0.81% | 98.00 % | 98.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'703 CHF | 246'703 CHF | 100.00% | 100.00% |
09.07.2024 | 0.81% | 97.79 % | 98.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'936 CHF | 246'936 CHF | 100.00% | 100.00% |
08.07.2024 | 0.81% | 97.92 % | 98.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'125 CHF | 247'125 CHF | 99.56% | 99.56% |
05.07.2024 | 0.81% | 97.87 % | 98.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'116 CHF | 248'116 CHF | 100.00% | 100.00% |
04.07.2024 | 0.81% | 98.44 % | 99.24 % | 250'000 | 240'000 | 250'000 | 246'976 | 245'865 CHF | 244'865 CHF | 100.00% | 100.00% |
03.07.2024 | 0.81% | 98.15 % | 98.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'043 CHF | 247'043 CHF | 99.88% | 99.88% |
02.07.2024 | 0.82% | 97.85 % | 98.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'865 CHF | 245'865 CHF | 100.00% | 100.00% |