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% | 97.10 % | 97.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'262 CHF | 245'262 CHF | 100.00% | 100.00% |
12.07.2024 | 0.82% | 97.00 % | 97.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'231 CHF | 244'231 CHF | 100.00% | 100.00% |
11.07.2024 | 0.82% | 96.90 % | 97.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'626 CHF | 243'626 CHF | 100.00% | 100.00% |
10.07.2024 | 0.83% | 96.40 % | 97.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'802 CHF | 242'802 CHF | 100.00% | 100.00% |
09.07.2024 | 0.82% | 96.10 % | 96.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'571 CHF | 243'571 CHF | 99.59% | 99.59% |
08.07.2024 | 0.81% | 98.40 % | 99.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'924 CHF | 247'924 CHF | 100.00% | 100.00% |
05.07.2024 | 0.81% | 98.50 % | 99.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'235 CHF | 249'235 CHF | 99.34% | 99.34% |
04.07.2024 | 0.80% | 99.30 % | 100.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'082 CHF | 250'082 CHF | 99.45% | 99.45% |
03.07.2024 | 0.81% | 99.10 % | 99.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'193 CHF | 249'193 CHF | 100.00% | 100.00% |
02.07.2024 | 0.81% | 98.90 % | 99.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'310 CHF | 248'310 CHF | 100.00% | 100.00% |