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 | 0.82% | 97.35 % | 98.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'850 CHF | 245'850 CHF | 100.00% | 100.00% |
12.07.2024 | 0.82% | 97.71 % | 98.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'962 CHF | 245'962 CHF | 100.00% | 100.00% |
11.07.2024 | 0.82% | 97.37 % | 98.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'341 CHF | 245'341 CHF | 100.00% | 100.00% |
10.07.2024 | 0.83% | 96.85 % | 97.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'135 CHF | 243'135 CHF | 100.00% | 100.00% |
09.07.2024 | 0.83% | 96.02 % | 96.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'577 CHF | 242'577 CHF | 100.00% | 100.00% |
08.07.2024 | 0.82% | 96.62 % | 97.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'737 CHF | 243'737 CHF | 99.54% | 99.54% |
05.07.2024 | 0.82% | 96.68 % | 97.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'477 CHF | 244'477 CHF | 100.00% | 100.00% |
04.07.2024 | 0.82% | 96.64 % | 97.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'572 CHF | 243'572 CHF | 100.00% | 100.00% |
03.07.2024 | 0.83% | 96.60 % | 97.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'389 CHF | 243'389 CHF | 99.70% | 99.70% |
02.07.2024 | 0.83% | 96.49 % | 97.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'577 CHF | 242'577 CHF | 100.00% | 100.00% |