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% | 99.11 % | 99.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'464 CHF | 249'464 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 98.80 % | 99.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'182 CHF | 249'182 CHF | 100.00% | 100.00% |
11.07.2024 | 0.81% | 98.84 % | 99.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'595 CHF | 247'595 CHF | 100.00% | 100.00% |
10.07.2024 | 0.81% | 97.93 % | 98.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'283 CHF | 247'283 CHF | 100.00% | 100.00% |
09.07.2024 | 0.81% | 98.34 % | 99.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'688 CHF | 247'688 CHF | 100.00% | 100.00% |
08.07.2024 | 0.81% | 98.22 % | 99.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'567 CHF | 247'567 CHF | 99.69% | 99.69% |
05.07.2024 | 0.81% | 98.45 % | 99.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'001 CHF | 249'001 CHF | 100.00% | 100.00% |
04.07.2024 | 0.81% | 98.85 % | 99.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'100 CHF | 249'100 CHF | 100.00% | 100.00% |
03.07.2024 | 0.81% | 98.87 % | 99.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'138 CHF | 249'138 CHF | 99.88% | 99.88% |
02.07.2024 | 0.81% | 98.65 % | 99.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'093 CHF | 249'093 CHF | 100.00% | 100.00% |