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 | 0.81% | 97.88 % | 98.68 % | 250'000 | 240'000 | 250'000 | 247'539 | 245'924 CHF | 245'491 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 98.15 % | 98.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'728 CHF | 246'728 CHF | 100.00% | 100.00% |
11.07.2024 | 0.82% | 97.63 % | 98.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'591 CHF | 245'591 CHF | 100.00% | 100.00% |
10.07.2024 | 0.82% | 96.84 % | 97.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'900 CHF | 245'900 CHF | 100.00% | 100.00% |
09.07.2024 | 0.82% | 97.60 % | 98.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'280 CHF | 246'280 CHF | 100.00% | 100.00% |
08.07.2024 | 0.81% | 97.49 % | 98.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'412 CHF | 246'412 CHF | 99.39% | 99.39% |
05.07.2024 | 0.82% | 97.53 % | 98.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'702 CHF | 245'702 CHF | 99.99% | 99.99% |
04.07.2024 | 0.82% | 97.05 % | 97.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'924 CHF | 244'924 CHF | 100.00% | 100.00% |
03.07.2024 | 0.82% | 97.10 % | 97.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'906 CHF | 245'906 CHF | 99.75% | 99.75% |
02.07.2024 | 0.82% | 97.24 % | 98.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'340 CHF | 246'340 CHF | 100.00% | 100.00% |