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 | 0.81% | 98.43 % | 99.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'998 CHF | 247'998 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 97.92 % | 98.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'011 CHF | 247'011 CHF | 100.00% | 100.00% |
11.07.2024 | 0.82% | 96.98 % | 97.78 % | 250'000 | 225'000 | 250'000 | 245'228 | 243'465 CHF | 240'781 CHF | 68.12% | 68.12% |
10.07.2024 | 0.83% | 95.84 % | 96.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'150 CHF | 241'150 CHF | 100.00% | 100.00% |
09.07.2024 | 0.83% | 93.74 % | 94.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'053 CHF | 241'053 CHF | 100.00% | 100.00% |
08.07.2024 | 0.83% | 95.64 % | 96.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'068 CHF | 243'068 CHF | 99.60% | 99.60% |
05.07.2024 | 0.83% | 95.99 % | 96.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'768 CHF | 240'768 CHF | 100.00% | 100.00% |
04.07.2024 | 0.84% | 95.05 % | 95.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'775 CHF | 239'775 CHF | 100.00% | 100.00% |
03.07.2024 | 0.83% | 95.06 % | 95.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'037 CHF | 241'037 CHF | 99.78% | 99.78% |
02.07.2024 | 0.83% | 95.19 % | 95.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'925 CHF | 241'925 CHF | 100.00% | 100.00% |