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% | 99.10 % | 99.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'013 CHF | 250'013 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 99.44 % | 100.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'793 CHF | 249'793 CHF | 100.00% | 100.00% |
11.07.2024 | 0.81% | 99.01 % | 99.81 % | 250'000 | 195'000 | 250'000 | 206'324 | 247'207 CHF | 205'684 CHF | 100.00% | 100.00% |
10.07.2024 | 0.81% | 98.82 % | 99.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'650 CHF | 248'650 CHF | 100.00% | 100.00% |
09.07.2024 | 0.81% | 98.23 % | 99.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'228 CHF | 248'228 CHF | 100.00% | 100.00% |
08.07.2024 | 0.81% | 98.68 % | 99.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'784 CHF | 248'784 CHF | 99.19% | 99.19% |
05.07.2024 | 0.81% | 98.43 % | 99.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'908 CHF | 248'908 CHF | 100.00% | 100.00% |
04.07.2024 | 0.81% | 98.68 % | 99.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'604 CHF | 248'604 CHF | 100.00% | 100.00% |
03.07.2024 | 0.81% | 98.61 % | 99.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'169 CHF | 248'169 CHF | 99.91% | 99.91% |
02.07.2024 | 0.81% | 98.15 % | 98.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'220 CHF | 247'220 CHF | 100.00% | 100.00% |