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% | 98.14 % | 98.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'460 CHF | 247'460 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 98.16 % | 98.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'441 CHF | 247'441 CHF | 100.00% | 100.00% |
11.07.2024 | 0.81% | 98.27 % | 99.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'473 CHF | 247'473 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.89 % | 101.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'552 CHF | 253'576 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.82 % | 100.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'846 CHF | 251'846 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 99.91 % | 100.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'835 CHF | 252'854 CHF | 99.18% | 99.18% |
05.07.2024 | 0.80% | 99.93 % | 100.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'609 CHF | 252'626 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.31 % | 101.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'802 CHF | 252'827 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.22 % | 101.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'674 CHF | 251'677 CHF | 99.94% | 99.94% |
02.07.2024 | 0.81% | 99.30 % | 100.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'377 CHF | 249'377 CHF | 100.00% | 100.00% |