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% | 99.87 % | 100.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'625 CHF | 251'625 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 99.57 % | 100.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'950 CHF | 250'950 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 99.05 % | 99.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'759 CHF | 250'759 CHF | 65.68% | 65.68% |
10.07.2024 | 0.81% | 98.70 % | 99.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'264 CHF | 248'264 CHF | 100.00% | 100.00% |
09.07.2024 | 0.81% | 97.61 % | 98.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'135 CHF | 248'135 CHF | 100.00% | 100.00% |
08.07.2024 | 0.81% | 98.48 % | 99.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'225 CHF | 249'225 CHF | 99.66% | 99.66% |
05.07.2024 | 0.81% | 98.61 % | 99.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'856 CHF | 247'856 CHF | 100.00% | 100.00% |
04.07.2024 | 0.81% | 98.17 % | 98.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'485 CHF | 247'485 CHF | 100.00% | 100.00% |
03.07.2024 | 0.81% | 98.20 % | 99.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'322 CHF | 248'322 CHF | 99.93% | 99.93% |
02.07.2024 | 0.81% | 98.36 % | 99.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'948 CHF | 248'948 CHF | 100.00% | 100.00% |