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 | 0.80% | 100.76 % | 101.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'720 CHF | 253'739 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 99.80 % | 100.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'497 CHF | 250'497 CHF | 100.00% | 100.00% |
11.07.2024 | 0.81% | 98.57 % | 99.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'241 CHF | 248'241 CHF | 100.00% | 100.00% |
10.07.2024 | 0.82% | 97.93 % | 98.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'110 CHF | 244'110 CHF | 99.99% | 99.99% |
09.07.2024 | 0.83% | 96.07 % | 96.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'980 CHF | 242'980 CHF | 100.00% | 100.00% |
08.07.2024 | 0.83% | 95.68 % | 96.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'402 CHF | 241'402 CHF | 99.75% | 99.75% |
05.07.2024 | 0.83% | 95.72 % | 96.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'172 CHF | 243'172 CHF | 99.99% | 99.99% |
04.07.2024 | 0.84% | 95.67 % | 96.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'001 CHF | 240'001 CHF | 100.00% | 100.00% |
03.07.2024 | 0.82% | 96.80 % | 97.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'800 CHF | 244'800 CHF | 99.81% | 99.81% |
02.07.2024 | 0.82% | 97.89 % | 98.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'711 CHF | 245'711 CHF | 100.00% | 100.00% |