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 | 0.76% | 98.71 % | 99.46 % | 200'000 | 200'000 | 200'000 | 200'000 | 197'788 CHF | 199'288 CHF | 99.99% | 99.99% |
12.07.2024 | 0.76% | 98.78 % | 99.53 % | 200'000 | 200'000 | 200'000 | 200'000 | 197'509 CHF | 199'009 CHF | 100.00% | 100.00% |
11.07.2024 | 0.75% | 99.19 % | 99.94 % | 200'000 | 200'000 | 200'000 | 200'000 | 197'964 CHF | 199'464 CHF | 99.98% | 99.98% |
10.07.2024 | 0.75% | 99.01 % | 99.76 % | 200'000 | 200'000 | 200'000 | 200'000 | 198'021 CHF | 199'521 CHF | 99.99% | 99.99% |
09.07.2024 | 0.75% | 98.95 % | 99.70 % | 200'000 | 200'000 | 200'000 | 200'000 | 198'046 CHF | 199'546 CHF | 100.00% | 100.00% |
08.07.2024 | 0.75% | 98.85 % | 99.60 % | 200'000 | 200'000 | 200'000 | 200'000 | 198'033 CHF | 199'533 CHF | 100.00% | 100.00% |
05.07.2024 | 0.75% | 98.95 % | 99.70 % | 200'000 | 200'000 | 200'000 | 195'985 | 198'840 CHF | 196'313 CHF | 98.82% | 99.99% |
04.07.2024 | 0.75% | 99.36 % | 100.11 % | 200'000 | 195'000 | 200'000 | 195'124 | 198'749 CHF | 195'367 CHF | 100.00% | 100.00% |
03.07.2024 | 0.76% | 98.95 % | 99.70 % | 200'000 | 200'000 | 200'000 | 200'000 | 197'774 CHF | 199'274 CHF | 100.00% | 100.00% |
02.07.2024 | 0.76% | 98.73 % | 99.48 % | 200'000 | 200'000 | 200'000 | 200'000 | 197'015 CHF | 198'509 CHF | 99.99% | 99.99% |