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% | 98.26 % | 99.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'632 CHF | 247'632 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 98.06 % | 98.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'833 CHF | 246'833 CHF | 100.00% | 100.00% |
11.07.2024 | 0.82% | 97.84 % | 98.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'904 CHF | 245'904 CHF | 100.00% | 100.00% |
10.07.2024 | 0.82% | 97.10 % | 97.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'500 CHF | 245'500 CHF | 100.00% | 100.00% |
09.07.2024 | 0.82% | 97.50 % | 98.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'744 CHF | 245'744 CHF | 100.00% | 100.00% |
08.07.2024 | 0.81% | 97.37 % | 98.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'473 CHF | 246'473 CHF | 99.11% | 99.11% |
05.07.2024 | 0.81% | 97.89 % | 98.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'399 CHF | 246'399 CHF | 100.00% | 100.00% |
04.07.2024 | 0.81% | 97.78 % | 98.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'450 CHF | 246'450 CHF | 100.00% | 100.00% |
03.07.2024 | 0.82% | 97.70 % | 98.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'069 CHF | 246'069 CHF | 99.84% | 99.84% |
02.07.2024 | 0.82% | 97.36 % | 98.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'695 CHF | 244'695 CHF | 100.00% | 100.00% |