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 | 0.80% | 99.84 % | 100.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'764 CHF | 251'764 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 99.96 % | 100.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'037 CHF | 251'037 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 99.54 % | 100.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'120 CHF | 251'120 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 99.53 % | 100.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'457 CHF | 250'457 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 98.96 % | 99.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'322 CHF | 250'322 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 99.41 % | 100.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'573 CHF | 250'573 CHF | 99.69% | 99.69% |
05.07.2024 | 0.80% | 99.18 % | 99.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'203 CHF | 250'203 CHF | 100.00% | 100.00% |
04.07.2024 | 0.81% | 98.76 % | 99.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'027 CHF | 249'027 CHF | 100.00% | 100.00% |
03.07.2024 | 0.81% | 98.57 % | 99.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'584 CHF | 248'584 CHF | 99.80% | 99.80% |
02.07.2024 | 0.82% | 97.87 % | 98.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'435 CHF | 245'435 CHF | 100.00% | 100.00% |