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% | 98.75 % | 99.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'962 CHF | 248'962 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 99.20 % | 100.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'005 CHF | 250'005 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 99.24 % | 100.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'025 CHF | 250'025 CHF | 100.00% | 100.00% |
10.07.2024 | 0.81% | 98.66 % | 99.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'243 CHF | 248'243 CHF | 100.00% | 100.00% |
09.07.2024 | 0.81% | 98.08 % | 98.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'843 CHF | 247'843 CHF | 100.00% | 100.00% |
08.07.2024 | 0.81% | 98.70 % | 99.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'189 CHF | 249'189 CHF | 99.67% | 99.67% |
05.07.2024 | 0.81% | 98.51 % | 99.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'798 CHF | 248'798 CHF | 100.00% | 100.00% |
04.07.2024 | 0.81% | 98.68 % | 99.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'531 CHF | 248'531 CHF | 100.00% | 100.00% |
03.07.2024 | 0.81% | 98.48 % | 99.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'973 CHF | 247'973 CHF | 99.96% | 99.96% |
02.07.2024 | 0.82% | 97.52 % | 98.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'678 CHF | 245'678 CHF | 100.00% | 100.00% |