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 | 0.84% | 94.69 % | 95.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'091 CHF | 238'091 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 99.06 % | 99.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'776 CHF | 248'776 CHF | 100.00% | 100.00% |
11.07.2024 | 0.81% | 98.45 % | 99.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'820 CHF | 247'820 CHF | 100.00% | 100.00% |
10.07.2024 | 0.82% | 97.54 % | 98.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'253 CHF | 245'253 CHF | 100.00% | 100.00% |
09.07.2024 | 0.82% | 97.29 % | 98.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'836 CHF | 245'836 CHF | 99.99% | 99.99% |
08.07.2024 | 0.81% | 97.66 % | 98.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'694 CHF | 246'694 CHF | 99.38% | 99.38% |
05.07.2024 | 0.81% | 97.80 % | 98.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'259 CHF | 248'259 CHF | 100.00% | 100.00% |
04.07.2024 | 0.81% | 98.22 % | 99.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'263 CHF | 247'263 CHF | 100.00% | 100.00% |
03.07.2024 | 0.82% | 97.97 % | 98.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'380 CHF | 246'380 CHF | 99.69% | 99.69% |
02.07.2024 | 0.82% | 97.27 % | 98.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'664 CHF | 243'664 CHF | 100.00% | 100.00% |