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% | 97.10 % | 97.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'012 CHF | 245'012 CHF | 100.00% | 100.00% |
12.07.2024 | 0.82% | 97.35 % | 98.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'969 CHF | 243'969 CHF | 100.00% | 100.00% |
11.07.2024 | 0.83% | 96.62 % | 97.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'772 CHF | 242'772 CHF | 99.99% | 99.99% |
10.07.2024 | 0.81% | 98.36 % | 99.16 % | 250'000 | 200'000 | 250'000 | 245'733 | 246'419 CHF | 244'188 CHF | 100.00% | 100.00% |
09.07.2024 | 0.81% | 98.31 % | 99.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'843 CHF | 247'843 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 98.49 % | 99.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'551 CHF | 249'551 CHF | 99.79% | 99.79% |
05.07.2024 | 0.80% | 99.16 % | 99.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'574 CHF | 249'574 CHF | 100.00% | 100.00% |
04.07.2024 | 0.81% | 98.39 % | 99.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'392 CHF | 248'392 CHF | 100.00% | 100.00% |
03.07.2024 | 0.81% | 99.03 % | 99.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'806 CHF | 248'806 CHF | 99.75% | 99.75% |
02.07.2024 | 0.81% | 98.62 % | 99.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'307 CHF | 248'307 CHF | 100.00% | 100.00% |