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% | 96.52 % | 97.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'665 CHF | 243'665 CHF | 100.00% | 100.00% |
12.07.2024 | 0.82% | 96.92 % | 97.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'620 CHF | 243'620 CHF | 100.00% | 100.00% |
11.07.2024 | 0.83% | 96.43 % | 97.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'875 CHF | 240'875 CHF | 100.00% | 100.00% |
10.07.2024 | 0.84% | 95.33 % | 96.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'077 CHF | 240'077 CHF | 100.00% | 100.00% |
09.07.2024 | 0.84% | 94.36 % | 95.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'885 CHF | 239'885 CHF | 100.00% | 100.00% |
08.07.2024 | 0.83% | 95.88 % | 96.68 % | 250'000 | 244'000 | 250'000 | 249'555 | 239'579 CHF | 241'149 CHF | 99.21% | 99.21% |
05.07.2024 | 0.83% | 95.66 % | 96.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'628 CHF | 241'628 CHF | 100.00% | 100.00% |
04.07.2024 | 0.84% | 95.13 % | 95.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'294 CHF | 240'294 CHF | 100.00% | 100.00% |
03.07.2024 | 0.84% | 94.82 % | 95.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'855 CHF | 237'855 CHF | 99.76% | 99.76% |
02.07.2024 | 0.85% | 93.23 % | 94.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'557 CHF | 235'557 CHF | 100.00% | 100.00% |