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% | 97.85 % | 98.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'914 CHF | 246'914 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 98.09 % | 98.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'577 CHF | 246'577 CHF | 100.00% | 100.00% |
11.07.2024 | 0.82% | 97.62 % | 98.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'389 CHF | 245'389 CHF | 25.69% | 25.69% |
10.07.2024 | 0.82% | 96.62 % | 97.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'455 CHF | 243'455 CHF | 100.00% | 100.00% |
09.07.2024 | 0.82% | 96.00 % | 96.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'544 CHF | 243'544 CHF | 100.00% | 100.00% |
08.07.2024 | 0.82% | 97.06 % | 97.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'631 CHF | 244'631 CHF | 98.97% | 98.97% |
05.07.2024 | 0.82% | 96.98 % | 97.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'062 CHF | 245'062 CHF | 100.00% | 100.00% |
04.07.2024 | 0.82% | 96.83 % | 97.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'431 CHF | 244'431 CHF | 100.00% | 100.00% |
03.07.2024 | 0.83% | 96.48 % | 97.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'495 CHF | 242'495 CHF | 99.67% | 99.67% |
02.07.2024 | 0.83% | 95.51 % | 96.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'811 CHF | 240'811 CHF | 100.00% | 100.00% |