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% | 96.95 % | 97.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'152 CHF | 244'152 CHF | 100.00% | 100.00% |
12.07.2024 | 0.83% | 96.63 % | 97.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'407 CHF | 243'407 CHF | 100.00% | 100.00% |
11.07.2024 | 0.82% | 97.04 % | 97.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'995 CHF | 244'995 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.48 % | 102.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'218 CHF | 255'243 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.19 % | 102.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'713 CHF | 254'738 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.67 % | 101.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'328 CHF | 254'353 CHF | 99.18% | 99.18% |
05.07.2024 | 0.80% | 100.59 % | 101.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'642 CHF | 253'667 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.60 % | 101.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'468 CHF | 253'493 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.29 % | 101.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'481 CHF | 252'488 CHF | 99.69% | 99.69% |
02.07.2024 | 0.80% | 100.16 % | 100.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'449 CHF | 251'449 CHF | 100.00% | 100.00% |