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% | 97.72 % | 98.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'698 CHF | 246'698 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 98.06 % | 98.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'539 CHF | 246'539 CHF | 100.00% | 100.00% |
11.07.2024 | 0.82% | 97.63 % | 98.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'511 CHF | 245'511 CHF | 25.69% | 25.69% |
10.07.2024 | 0.82% | 96.76 % | 97.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'839 CHF | 243'839 CHF | 100.00% | 100.00% |
09.07.2024 | 0.82% | 96.06 % | 96.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'903 CHF | 243'903 CHF | 100.00% | 100.00% |
08.07.2024 | 0.82% | 97.14 % | 97.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'862 CHF | 244'862 CHF | 99.24% | 99.24% |
05.07.2024 | 0.82% | 97.02 % | 97.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'008 CHF | 245'008 CHF | 100.00% | 100.00% |
04.07.2024 | 0.82% | 96.77 % | 97.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'300 CHF | 244'300 CHF | 100.00% | 100.00% |
03.07.2024 | 0.83% | 96.58 % | 97.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'641 CHF | 242'641 CHF | 99.92% | 99.92% |
02.07.2024 | 0.83% | 95.56 % | 96.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'955 CHF | 240'955 CHF | 100.00% | 100.00% |