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% | 98.49 % | 99.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'032 CHF | 249'032 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 98.77 % | 99.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'832 CHF | 248'832 CHF | 100.00% | 100.00% |
11.07.2024 | 0.81% | 98.67 % | 99.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'988 CHF | 247'988 CHF | 100.00% | 100.00% |
10.07.2024 | 0.82% | 97.23 % | 98.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'746 CHF | 244'746 CHF | 100.00% | 100.00% |
09.07.2024 | 0.83% | 96.01 % | 96.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'880 CHF | 242'880 CHF | 100.00% | 100.00% |
08.07.2024 | 0.82% | 97.00 % | 97.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'231 CHF | 245'231 CHF | 99.65% | 99.65% |
05.07.2024 | 0.82% | 96.69 % | 97.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'654 CHF | 244'654 CHF | 100.00% | 100.00% |
04.07.2024 | 0.84% | 95.76 % | 96.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'058 CHF | 240'058 CHF | 100.00% | 100.00% |
03.07.2024 | 0.85% | 94.06 % | 94.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'539 CHF | 235'539 CHF | 99.91% | 99.91% |
02.07.2024 | 0.88% | 90.81 % | 91.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'288 CHF | 228'288 CHF | 100.00% | 100.00% |