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% | 98.51 % | 99.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'823 CHF | 246'823 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 99.11 % | 99.91 % | 220'000 | 250'000 | 237'691 | 250'000 | 232'855 CHF | 246'865 CHF | 100.00% | 100.00% |
11.07.2024 | 0.81% | 98.31 % | 99.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'305 CHF | 248'305 CHF | 99.99% | 99.99% |
10.07.2024 | 0.80% | 98.94 % | 99.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'505 CHF | 249'505 CHF | 100.00% | 100.00% |
09.07.2024 | 0.81% | 98.57 % | 99.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'280 CHF | 249'280 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 99.04 % | 99.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'528 CHF | 250'528 CHF | 99.56% | 99.56% |
05.07.2024 | 0.81% | 98.77 % | 99.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'934 CHF | 248'934 CHF | 100.00% | 100.00% |
04.07.2024 | 0.82% | 98.08 % | 98.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'346 CHF | 246'346 CHF | 100.00% | 100.00% |
03.07.2024 | 0.82% | 97.83 % | 98.63 % | 250'000 | 220'000 | 250'000 | 239'961 | 243'079 CHF | 235'206 CHF | 99.66% | 99.66% |
02.07.2024 | 0.83% | 95.54 % | 96.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'539 CHF | 240'539 CHF | 100.00% | 100.00% |