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% | 98.99 % | 99.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'978 CHF | 249'978 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 99.12 % | 99.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'546 CHF | 249'546 CHF | 99.94% | 99.94% |
11.07.2024 | 0.81% | 98.92 % | 99.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'069 CHF | 249'069 CHF | 100.00% | 100.00% |
10.07.2024 | 0.81% | 98.56 % | 99.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'246 CHF | 248'246 CHF | 100.00% | 100.00% |
09.07.2024 | 0.81% | 98.61 % | 99.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'718 CHF | 248'718 CHF | 100.00% | 100.00% |
08.07.2024 | 0.81% | 98.65 % | 99.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'497 CHF | 248'497 CHF | 99.55% | 99.55% |
05.07.2024 | 0.81% | 98.48 % | 99.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'636 CHF | 248'636 CHF | 100.00% | 100.00% |
04.07.2024 | 0.81% | 98.68 % | 99.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'608 CHF | 248'608 CHF | 100.00% | 100.00% |
03.07.2024 | 0.81% | 98.48 % | 99.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'117 CHF | 248'117 CHF | 99.77% | 99.77% |
02.07.2024 | 0.81% | 98.10 % | 98.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'203 CHF | 247'203 CHF | 100.00% | 100.00% |