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% | 96.27 % | 97.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'347 CHF | 242'347 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 96.49 % | 97.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'036 CHF | 248'036 CHF | 83.13% | 83.13% |
11.07.2024 | 0.80% | 99.83 % | 100.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'541 CHF | 250'541 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 99.30 % | 100.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'298 CHF | 250'298 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 98.83 % | 99.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'832 CHF | 251'833 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.22 % | 101.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'086 CHF | 252'090 CHF | 99.78% | 99.78% |
05.07.2024 | 0.80% | 100.84 % | 101.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'752 CHF | 253'777 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.39 % | 101.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'087 CHF | 253'110 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.86 % | 101.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'600 CHF | 253'625 CHF | 99.69% | 99.69% |
02.07.2024 | 0.80% | 100.19 % | 100.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'088 CHF | 250'088 CHF | 100.00% | 100.00% |