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 | 0.75% | 99.15 % | 99.90 % | 200'000 | 200'000 | 200'000 | 197'056 | 198'641 CHF | 197'191 CHF | 100.00% | 100.00% |
12.07.2024 | 0.75% | 99.22 % | 99.97 % | 200'000 | 200'000 | 200'000 | 200'000 | 198'130 CHF | 199'630 CHF | 100.00% | 100.00% |
11.07.2024 | 0.76% | 98.88 % | 99.63 % | 200'000 | 200'000 | 200'000 | 200'000 | 197'740 CHF | 199'240 CHF | 100.00% | 100.00% |
10.07.2024 | 0.76% | 98.70 % | 99.45 % | 200'000 | 200'000 | 200'000 | 200'000 | 197'093 CHF | 198'593 CHF | 100.00% | 100.00% |
09.07.2024 | 0.76% | 98.57 % | 99.32 % | 200'000 | 200'000 | 200'000 | 200'000 | 197'080 CHF | 198'577 CHF | 100.00% | 100.00% |
08.07.2024 | 0.75% | 98.32 % | 99.07 % | 200'000 | 200'000 | 200'000 | 200'000 | 196'687 CHF | 198'172 CHF | 100.00% | 100.00% |
05.07.2024 | 0.74% | 97.97 % | 98.70 % | 200'000 | 200'000 | 200'000 | 200'000 | 196'113 CHF | 197'573 CHF | 100.00% | 100.00% |
04.07.2024 | 0.74% | 97.90 % | 98.63 % | 200'000 | 200'000 | 200'020 | 200'000 | 195'641 CHF | 197'081 CHF | 100.00% | 100.00% |
03.07.2024 | 0.75% | 97.42 % | 98.15 % | 205'000 | 200'000 | 205'000 | 204'171 | 197'921 CHF | 198'605 CHF | 99.98% | 99.98% |
02.07.2024 | 0.75% | 96.67 % | 97.40 % | 205'000 | 205'000 | 205'000 | 205'000 | 197'240 CHF | 198'717 CHF | 100.00% | 100.00% |