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 | 0.19% | 104.10 % | 104.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'033 CHF | 260'533 CHF | 99.99% | 99.99% |
12.07.2024 | 0.39% | 102.20 % | 102.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'918 CHF | 254'918 CHF | 100.00% | 100.00% |
11.07.2024 | 0.40% | 100.30 % | 100.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'632 CHF | 251'632 CHF | 99.97% | 99.97% |
10.07.2024 | 0.20% | 99.20 % | 99.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'472 CHF | 244'972 CHF | 100.00% | 100.00% |
09.07.2024 | 0.21% | 96.70 % | 96.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'656 CHF | 243'156 CHF | 100.00% | 100.00% |
08.07.2024 | 0.42% | 96.00 % | 96.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'143 CHF | 241'143 CHF | 100.00% | 100.00% |
05.07.2024 | 0.41% | 96.00 % | 96.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'349 CHF | 243'349 CHF | 100.00% | 100.00% |
04.07.2024 | 0.21% | 96.10 % | 96.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'710 CHF | 239'210 CHF | 99.46% | 99.46% |
03.07.2024 | 0.20% | 97.50 % | 97.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'879 CHF | 245'379 CHF | 100.00% | 100.00% |
02.07.2024 | 0.41% | 98.70 % | 99.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'605 CHF | 246'605 CHF | 100.00% | 100.00% |