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% | 96.91 % | 97.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'880 CHF | 243'880 CHF | 100.00% | 100.00% |
12.07.2024 | 0.82% | 96.79 % | 97.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'973 CHF | 244'973 CHF | 100.00% | 100.00% |
11.07.2024 | 0.82% | 96.95 % | 97.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'768 CHF | 244'768 CHF | 100.00% | 100.00% |
10.07.2024 | 0.81% | 97.94 % | 98.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'438 CHF | 247'438 CHF | 100.00% | 100.00% |
09.07.2024 | 0.81% | 98.00 % | 98.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'136 CHF | 247'136 CHF | 100.00% | 100.00% |
08.07.2024 | 0.81% | 98.13 % | 98.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'193 CHF | 247'193 CHF | 99.33% | 99.33% |
05.07.2024 | 0.81% | 98.25 % | 99.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'772 CHF | 248'772 CHF | 100.00% | 100.00% |
04.07.2024 | 0.81% | 98.73 % | 99.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'766 CHF | 248'766 CHF | 100.00% | 100.00% |
03.07.2024 | 0.81% | 98.75 % | 99.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'858 CHF | 248'858 CHF | 99.06% | 99.06% |
02.07.2024 | 0.81% | 98.60 % | 99.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'517 CHF | 248'517 CHF | 100.00% | 100.00% |