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 | 0.80% | 99.40 % | 100.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'627 CHF | 250'627 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 99.50 % | 100.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'429 CHF | 250'429 CHF | 100.00% | 100.00% |
11.07.2024 | 0.81% | 98.80 % | 99.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'817 CHF | 248'817 CHF | 100.00% | 100.00% |
10.07.2024 | 0.81% | 97.90 % | 98.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'584 CHF | 246'584 CHF | 100.00% | 100.00% |
09.07.2024 | 0.82% | 97.20 % | 98.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'704 CHF | 245'704 CHF | 99.58% | 99.58% |
08.07.2024 | 0.80% | 99.30 % | 100.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'716 CHF | 250'716 CHF | 100.00% | 100.00% |
05.07.2024 | 0.99% | 100.20 % | 101.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'516 CHF | 253'016 CHF | 100.00% | 100.00% |
04.07.2024 | 0.79% | 100.30 % | 101.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'856 CHF | 252'856 CHF | 99.45% | 99.45% |
03.07.2024 | 0.79% | 100.90 % | 101.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'938 CHF | 252'938 CHF | 100.00% | 100.00% |
02.07.2024 | 0.80% | 100.10 % | 100.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'766 CHF | 251'766 CHF | 100.00% | 100.00% |