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% | 96.82 % | 97.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'503 CHF | 244'503 CHF | 100.00% | 100.00% |
12.07.2024 | 0.82% | 96.98 % | 97.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'834 CHF | 243'834 CHF | 100.00% | 100.00% |
11.07.2024 | 0.83% | 96.70 % | 97.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'236 CHF | 242'236 CHF | 100.00% | 100.00% |
10.07.2024 | 0.83% | 95.80 % | 96.60 % | 250'000 | 224'000 | 250'000 | 228'456 | 239'298 CHF | 220'492 CHF | 100.00% | 100.00% |
09.07.2024 | 0.83% | 95.06 % | 95.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'421 CHF | 241'421 CHF | 100.00% | 100.00% |
08.07.2024 | 0.83% | 96.12 % | 96.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'285 CHF | 242'285 CHF | 99.00% | 99.00% |
05.07.2024 | 0.83% | 96.09 % | 96.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'756 CHF | 242'756 CHF | 100.00% | 100.00% |
04.07.2024 | 0.83% | 96.14 % | 96.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'567 CHF | 242'567 CHF | 100.00% | 100.00% |
03.07.2024 | 0.84% | 95.70 % | 96.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'518 CHF | 240'518 CHF | 99.93% | 99.93% |
02.07.2024 | 0.84% | 94.69 % | 95.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'723 CHF | 238'723 CHF | 100.00% | 100.00% |