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 | 0.82% | 96.75 % | 97.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'079 CHF | 244'079 CHF | 100.00% | 100.00% |
12.07.2024 | 0.82% | 97.14 % | 97.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'675 CHF | 244'675 CHF | 100.00% | 100.00% |
11.07.2024 | 0.82% | 98.02 % | 98.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'303 CHF | 246'303 CHF | 100.00% | 100.00% |
10.07.2024 | 0.82% | 97.60 % | 98.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'046 CHF | 246'046 CHF | 100.00% | 100.00% |
09.07.2024 | 0.81% | 97.24 % | 98.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'448 CHF | 247'448 CHF | 100.00% | 100.00% |
08.07.2024 | 0.81% | 98.34 % | 99.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'343 CHF | 247'343 CHF | 99.21% | 99.21% |
05.07.2024 | 0.81% | 98.62 % | 99.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'614 CHF | 248'614 CHF | 99.98% | 99.98% |
04.07.2024 | 0.81% | 98.41 % | 99.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'077 CHF | 248'077 CHF | 100.00% | 100.00% |
03.07.2024 | 0.81% | 98.85 % | 99.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'712 CHF | 248'712 CHF | 99.82% | 99.82% |
02.07.2024 | 0.82% | 98.18 % | 98.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'645 CHF | 245'645 CHF | 100.00% | 100.00% |