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% | 96.15 % | 96.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'228 CHF | 241'228 CHF | 100.00% | 100.00% |
12.07.2024 | 0.83% | 96.93 % | 97.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'620 CHF | 241'620 CHF | 90.19% | 90.19% |
11.07.2024 | 0.83% | 96.01 % | 96.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'253 CHF | 242'253 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 99.19 % | 99.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'341 CHF | 250'341 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.10 % | 99.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'628 CHF | 250'628 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 99.79 % | 100.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'697 CHF | 251'697 CHF | 99.65% | 99.65% |
05.07.2024 | 0.80% | 99.22 % | 100.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'179 CHF | 250'179 CHF | 100.00% | 100.00% |
04.07.2024 | 0.81% | 98.85 % | 99.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'639 CHF | 248'639 CHF | 100.00% | 100.00% |
03.07.2024 | 0.81% | 98.97 % | 99.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'184 CHF | 248'184 CHF | 99.70% | 99.70% |
02.07.2024 | 0.82% | 97.25 % | 98.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'037 CHF | 245'037 CHF | 99.98% | 99.98% |