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% | 98.42 % | 99.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'527 CHF | 248'527 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 98.80 % | 99.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'625 CHF | 248'625 CHF | 100.00% | 100.00% |
11.07.2024 | 0.81% | 98.46 % | 99.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'892 CHF | 246'892 CHF | 100.00% | 100.00% |
10.07.2024 | 0.81% | 97.80 % | 98.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'436 CHF | 246'436 CHF | 100.00% | 100.00% |
09.07.2024 | 0.81% | 97.41 % | 98.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'682 CHF | 246'682 CHF | 100.00% | 100.00% |
08.07.2024 | 0.81% | 98.23 % | 99.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'536 CHF | 247'536 CHF | 99.87% | 99.87% |
05.07.2024 | 0.81% | 98.02 % | 98.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'305 CHF | 247'305 CHF | 100.00% | 100.00% |
04.07.2024 | 0.82% | 97.64 % | 98.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'363 CHF | 246'363 CHF | 100.00% | 100.00% |
03.07.2024 | 0.82% | 97.48 % | 98.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'099 CHF | 245'099 CHF | 99.91% | 99.91% |
02.07.2024 | 0.82% | 96.59 % | 97.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'561 CHF | 243'561 CHF | 100.00% | 100.00% |