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 | 0.75% | 99.90 % | 100.65 % | 200'000 | 198'000 | 200'000 | 198'000 | 199'800 CHF | 199'287 CHF | 100.00% | 100.00% |
12.07.2024 | 0.75% | 100.01 % | 100.76 % | 199'000 | 198'000 | 199'859 | 198'000 | 199'779 CHF | 199'406 CHF | 100.00% | 100.00% |
11.07.2024 | 0.75% | 99.97 % | 100.72 % | 200'000 | 198'000 | 200'000 | 198'000 | 199'875 CHF | 199'362 CHF | 100.00% | 100.00% |
10.07.2024 | 0.75% | 99.86 % | 100.61 % | 200'000 | 198'000 | 200'000 | 198'000 | 199'720 CHF | 199'208 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 99.86 % | 100.61 % | 200'000 | 198'000 | 200'000 | 198'000 | 199'720 CHF | 199'208 CHF | 100.00% | 100.00% |
08.07.2024 | 0.75% | 99.91 % | 100.66 % | 200'000 | 198'000 | 200'000 | 198'000 | 199'820 CHF | 199'307 CHF | 100.00% | 100.00% |
05.07.2024 | 0.75% | 99.86 % | 100.61 % | 200'000 | 198'000 | 200'000 | 198'000 | 199'720 CHF | 199'208 CHF | 100.00% | 100.00% |
04.07.2024 | 0.75% | 99.88 % | 100.63 % | 200'000 | 198'000 | 200'000 | 198'000 | 199'760 CHF | 199'247 CHF | 100.00% | 100.00% |
03.07.2024 | 0.75% | 99.84 % | 100.59 % | 200'000 | 198'000 | 200'000 | 198'000 | 199'680 CHF | 199'168 CHF | 100.00% | 100.00% |
02.07.2024 | 0.75% | 99.91 % | 100.66 % | 200'000 | 198'000 | 200'000 | 198'000 | 199'762 CHF | 199'250 CHF | 99.99% | 99.99% |