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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.81% | 98.78 % | 99.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'538 CHF | 247'538 CHF | 100.00% | 100.00% |
24.07.2024 | 0.81% | 98.09 % | 98.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'540 CHF | 247'540 CHF | 100.00% | 100.00% |
23.07.2024 | 0.81% | 98.10 % | 98.90 % | 250'000 | 244'000 | 250'000 | 248'912 | 246'169 CHF | 247'092 CHF | 100.00% | 100.00% |
22.07.2024 | 0.81% | 98.35 % | 99.15 % | 250'000 | 240'000 | 250'000 | 240'956 | 245'947 CHF | 238'979 CHF | 100.00% | 100.00% |
19.07.2024 | 0.80% | 99.27 % | 100.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'449 CHF | 250'449 CHF | 99.94% | 99.94% |
18.07.2024 | 0.80% | 99.56 % | 100.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'308 CHF | 251'308 CHF | 100.00% | 100.00% |
17.07.2024 | 0.80% | 99.89 % | 100.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'573 CHF | 251'573 CHF | 97.49% | 97.49% |
16.07.2024 | 0.80% | 100.00 % | 100.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'911 CHF | 251'911 CHF | 100.00% | 100.00% |
15.07.2024 | 0.80% | 100.22 % | 101.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'484 CHF | 252'487 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.17 % | 100.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'493 CHF | 252'498 CHF | 100.00% | 100.00% |