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% | 99.10 % | 99.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'878 CHF | 247'878 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 98.10 % | 98.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'414 CHF | 246'414 CHF | 100.00% | 100.00% |
11.07.2024 | 0.82% | 97.41 % | 98.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'819 CHF | 245'819 CHF | 100.00% | 100.00% |
10.07.2024 | 0.82% | 97.07 % | 97.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'636 CHF | 244'636 CHF | 100.00% | 100.00% |
09.07.2024 | 0.82% | 97.20 % | 98.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'624 CHF | 245'624 CHF | 100.00% | 100.00% |
08.07.2024 | 0.82% | 97.41 % | 98.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'550 CHF | 245'550 CHF | 99.17% | 99.17% |
05.07.2024 | 0.81% | 97.78 % | 98.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'868 CHF | 247'868 CHF | 100.00% | 100.00% |
04.07.2024 | 0.81% | 98.29 % | 99.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'607 CHF | 247'607 CHF | 100.00% | 100.00% |
03.07.2024 | 0.81% | 98.20 % | 99.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'093 CHF | 247'093 CHF | 99.88% | 99.88% |
02.07.2024 | 0.81% | 97.86 % | 98.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'989 CHF | 246'989 CHF | 100.00% | 100.00% |