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 | 0.82% | 97.35 % | 98.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'532 CHF | 244'532 CHF | 100.00% | 100.00% |
12.07.2024 | 0.83% | 97.11 % | 97.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'990 CHF | 241'990 CHF | 100.00% | 100.00% |
11.07.2024 | 0.82% | 96.29 % | 97.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'757 CHF | 244'757 CHF | 99.99% | 99.99% |
10.07.2024 | 0.82% | 96.97 % | 97.77 % | 250'000 | 240'000 | 250'000 | 245'748 | 242'249 CHF | 240'092 CHF | 100.00% | 100.00% |
09.07.2024 | 0.82% | 96.39 % | 97.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'130 CHF | 244'130 CHF | 100.00% | 100.00% |
08.07.2024 | 0.83% | 95.56 % | 96.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'165 CHF | 241'165 CHF | 99.65% | 99.65% |
05.07.2024 | 0.85% | 94.76 % | 95.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'307 CHF | 236'307 CHF | 100.00% | 100.00% |
04.07.2024 | 0.85% | 93.47 % | 94.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'538 CHF | 235'538 CHF | 100.00% | 100.00% |
03.07.2024 | 0.85% | 93.25 % | 94.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'269 CHF | 235'269 CHF | 99.06% | 99.06% |
02.07.2024 | 0.87% | 92.16 % | 92.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'821 CHF | 231'821 CHF | 100.00% | 100.00% |