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% | 96.65 % | 97.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'790 CHF | 243'790 CHF | 100.00% | 100.00% |
12.07.2024 | 0.82% | 96.54 % | 97.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'709 CHF | 243'709 CHF | 100.00% | 100.00% |
11.07.2024 | 0.82% | 97.16 % | 97.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'248 CHF | 246'248 CHF | 100.00% | 100.00% |
10.07.2024 | 0.82% | 97.37 % | 98.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'237 CHF | 245'237 CHF | 100.00% | 100.00% |
09.07.2024 | 0.82% | 96.76 % | 97.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'062 CHF | 245'062 CHF | 100.00% | 100.00% |
08.07.2024 | 0.82% | 96.67 % | 97.47 % | 250'000 | 248'000 | 250'000 | 248'001 | 242'746 CHF | 242'790 CHF | 99.37% | 99.37% |
05.07.2024 | 0.83% | 96.54 % | 97.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'887 CHF | 241'887 CHF | 100.00% | 100.00% |
04.07.2024 | 0.83% | 95.76 % | 96.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'498 CHF | 241'498 CHF | 100.00% | 100.00% |
03.07.2024 | 0.83% | 95.95 % | 96.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'286 CHF | 243'286 CHF | 99.81% | 99.81% |
02.07.2024 | 0.83% | 95.92 % | 96.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'962 CHF | 241'962 CHF | 100.00% | 100.00% |