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% | 98.64 % | 99.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'278 CHF | 245'278 CHF | 97.48% | 97.48% |
12.07.2024 | 0.81% | 97.23 % | 98.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'732 CHF | 247'732 CHF | 100.00% | 100.00% |
11.07.2024 | 0.82% | 97.93 % | 98.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'286 CHF | 246'286 CHF | 99.94% | 99.94% |
10.07.2024 | 0.80% | 101.07 % | 101.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'022 CHF | 256'059 CHF | 84.81% | 84.81% |
09.07.2024 | 0.80% | 100.77 % | 101.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'955 CHF | 253'978 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.90 % | 101.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'270 CHF | 253'295 CHF | 99.82% | 99.82% |
05.07.2024 | 0.80% | 100.10 % | 100.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'989 CHF | 253'009 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.27 % | 101.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'178 CHF | 253'203 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.45 % | 101.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'012 CHF | 256'051 CHF | 99.95% | 99.95% |
02.07.2024 | 0.80% | 100.76 % | 101.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'974 CHF | 249'975 CHF | 100.00% | 100.00% |