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 | 0.83% | 96.04 % | 96.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'290 CHF | 241'290 CHF | 100.00% | 100.00% |
12.07.2024 | 0.83% | 96.10 % | 96.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'945 CHF | 242'945 CHF | 100.00% | 100.00% |
11.07.2024 | 0.84% | 95.57 % | 96.37 % | 250'000 | 150'000 | 250'000 | 234'569 | 238'064 CHF | 225'211 CHF | 92.68% | 92.68% |
10.07.2024 | 0.80% | 101.15 % | 101.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'565 CHF | 254'590 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.71 % | 102.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'145 CHF | 257'196 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.28 % | 103.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'497 CHF | 258'555 CHF | 99.68% | 99.68% |
05.07.2024 | 0.80% | 102.24 % | 103.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'047 CHF | 258'099 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.05 % | 102.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'850 CHF | 257'905 CHF | 94.71% | 94.71% |
03.07.2024 | 0.80% | 100.10 % | 100.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'789 CHF | 250'792 CHF | 99.96% | 99.96% |
02.07.2024 | 0.82% | 97.43 % | 98.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'137 CHF | 245'137 CHF | 100.00% | 100.00% |