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% | 100.21 % | 101.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'623 CHF | 252'643 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.05 % | 100.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'858 CHF | 251'861 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 99.16 % | 99.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'633 CHF | 249'633 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 99.12 % | 99.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'543 CHF | 250'543 CHF | 100.00% | 100.00% |
09.07.2024 | 0.81% | 99.01 % | 99.81 % | 250'000 | 245'000 | 250'000 | 245'730 | 247'145 CHF | 244'890 CHF | 100.00% | 100.00% |
08.07.2024 | 0.81% | 98.76 % | 99.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'193 CHF | 247'193 CHF | 99.30% | 99.30% |
05.07.2024 | 0.81% | 97.54 % | 98.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'969 CHF | 246'969 CHF | 100.00% | 100.00% |
04.07.2024 | 0.81% | 97.87 % | 98.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'714 CHF | 246'714 CHF | 100.00% | 100.00% |
03.07.2024 | 0.81% | 97.90 % | 98.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'715 CHF | 246'715 CHF | 99.90% | 99.90% |
02.07.2024 | 0.81% | 97.91 % | 98.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'818 CHF | 246'818 CHF | 100.00% | 100.00% |