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 | 0.84% | 94.20 % | 95.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'705 CHF | 238'705 CHF | 100.00% | 100.00% |
12.07.2024 | 0.84% | 94.90 % | 95.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'962 CHF | 239'962 CHF | 100.00% | 100.00% |
11.07.2024 | 0.83% | 96.00 % | 96.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'057 CHF | 241'057 CHF | 100.00% | 100.00% |
10.07.2024 | 0.83% | 95.60 % | 96.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'397 CHF | 241'397 CHF | 100.00% | 100.00% |
09.07.2024 | 0.82% | 96.30 % | 97.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'452 CHF | 243'452 CHF | 99.27% | 99.27% |
08.07.2024 | 0.82% | 96.90 % | 97.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'345 CHF | 245'345 CHF | 100.00% | 100.00% |
05.07.2024 | 0.82% | 97.20 % | 98.00 % | 250'000 | 250'000 | 247'025 | 250'000 | 240'387 CHF | 245'281 CHF | 100.00% | 100.00% |
04.07.2024 | 0.82% | 97.30 % | 98.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'962 CHF | 244'962 CHF | 99.45% | 99.45% |
03.07.2024 | 0.83% | 96.30 % | 97.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'919 CHF | 242'919 CHF | 100.00% | 100.00% |
02.07.2024 | 0.83% | 96.10 % | 96.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'716 CHF | 240'716 CHF | 100.00% | 100.00% |