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% | 96.38 % | 97.18 % | 250'000 | 100'000 | 250'000 | 182'545 | 241'573 CHF | 177'853 CHF | 100.00% | 100.00% |
12.07.2024 | 0.83% | 96.76 % | 97.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'235 CHF | 243'235 CHF | 100.00% | 100.00% |
11.07.2024 | 0.83% | 96.51 % | 97.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'184 CHF | 243'184 CHF | 100.00% | 100.00% |
10.07.2024 | 0.83% | 96.41 % | 97.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'297 CHF | 242'297 CHF | 100.00% | 100.00% |
09.07.2024 | 0.82% | 96.37 % | 97.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'633 CHF | 243'633 CHF | 100.00% | 100.00% |
08.07.2024 | 0.82% | 96.53 % | 97.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'867 CHF | 243'867 CHF | 99.68% | 99.68% |
05.07.2024 | 0.82% | 96.69 % | 97.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'397 CHF | 244'397 CHF | 100.00% | 100.00% |
04.07.2024 | 0.82% | 97.21 % | 98.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'820 CHF | 244'820 CHF | 100.00% | 100.00% |
03.07.2024 | 0.82% | 96.89 % | 97.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'286 CHF | 244'286 CHF | 99.86% | 99.86% |
02.07.2024 | 0.83% | 96.71 % | 97.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'110 CHF | 243'110 CHF | 100.00% | 100.00% |