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% | 98.32 % | 99.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'081 CHF | 248'081 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 98.40 % | 99.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'440 CHF | 247'440 CHF | 100.00% | 100.00% |
11.07.2024 | 0.81% | 98.24 % | 99.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'850 CHF | 246'850 CHF | 100.00% | 100.00% |
10.07.2024 | 0.82% | 97.63 % | 98.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'837 CHF | 245'837 CHF | 100.00% | 100.00% |
09.07.2024 | 0.82% | 97.26 % | 98.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'870 CHF | 245'870 CHF | 100.00% | 100.00% |
08.07.2024 | 0.82% | 97.68 % | 98.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'993 CHF | 245'993 CHF | 99.12% | 99.12% |
05.07.2024 | 0.82% | 97.53 % | 98.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'023 CHF | 246'023 CHF | 100.00% | 100.00% |
04.07.2024 | 0.82% | 97.28 % | 98.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'048 CHF | 245'048 CHF | 100.00% | 100.00% |
03.07.2024 | 0.82% | 97.15 % | 97.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'653 CHF | 244'653 CHF | 99.81% | 99.81% |
02.07.2024 | 0.83% | 96.63 % | 97.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'704 CHF | 242'704 CHF | 100.00% | 100.00% |