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% | 97.31 % | 98.11 % | 250'000 | 245'000 | 250'000 | 248'337 | 244'006 CHF | 244'370 CHF | 100.00% | 100.00% |
12.07.2024 | 0.83% | 97.24 % | 98.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'069 CHF | 243'069 CHF | 100.00% | 100.00% |
11.07.2024 | 0.82% | 96.54 % | 97.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'454 CHF | 243'454 CHF | 100.00% | 100.00% |
10.07.2024 | 0.83% | 96.47 % | 97.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'590 CHF | 242'590 CHF | 100.00% | 100.00% |
09.07.2024 | 0.82% | 96.95 % | 97.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'427 CHF | 244'427 CHF | 100.00% | 100.00% |
08.07.2024 | 0.84% | 96.85 % | 97.65 % | 250'000 | 245'000 | 250'000 | 245'019 | 238'138 CHF | 235'354 CHF | 99.66% | 99.66% |
05.07.2024 | 0.84% | 94.38 % | 95.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'632 CHF | 238'632 CHF | 100.00% | 100.00% |
04.07.2024 | 0.84% | 94.55 % | 95.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'231 CHF | 238'231 CHF | 100.00% | 100.00% |
03.07.2024 | 0.85% | 94.39 % | 95.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'156 CHF | 237'156 CHF | 99.92% | 99.92% |
02.07.2024 | 0.86% | 94.13 % | 94.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'447 CHF | 233'447 CHF | 100.00% | 100.00% |