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% | 99.10 % | 99.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'572 CHF | 249'572 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 98.80 % | 99.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'951 CHF | 248'951 CHF | 100.00% | 100.00% |
11.07.2024 | 0.81% | 98.73 % | 99.53 % | 250'000 | 225'000 | 250'000 | 228'581 | 245'740 CHF | 226'508 CHF | 100.00% | 100.00% |
10.07.2024 | 0.81% | 97.81 % | 98.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'406 CHF | 247'406 CHF | 100.00% | 100.00% |
09.07.2024 | 0.81% | 98.20 % | 99.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'406 CHF | 247'406 CHF | 100.00% | 100.00% |
08.07.2024 | 0.81% | 98.01 % | 98.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'362 CHF | 248'362 CHF | 99.27% | 99.27% |
05.07.2024 | 0.81% | 98.64 % | 99.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'105 CHF | 248'105 CHF | 100.00% | 100.00% |
04.07.2024 | 0.81% | 98.42 % | 99.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'050 CHF | 248'050 CHF | 100.00% | 100.00% |
03.07.2024 | 0.81% | 98.35 % | 99.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'283 CHF | 247'283 CHF | 99.80% | 99.80% |
02.07.2024 | 0.82% | 97.97 % | 98.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'186 CHF | 246'186 CHF | 100.00% | 100.00% |