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 | 0.71% | 98.39 % | 99.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'490 CHF | 248'240 CHF | 100.00% | 100.00% |
12.07.2024 | 0.71% | 99.00 % | 99.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'105 CHF | 248'855 CHF | 78.50% | 78.50% |
11.07.2024 | 0.70% | 99.21 % | 99.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'008 CHF | 249'758 CHF | 100.00% | 100.00% |
10.07.2024 | 0.71% | 98.84 % | 99.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'624 CHF | 248'374 CHF | 94.74% | 94.74% |
09.07.2024 | 0.71% | 98.78 % | 99.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'328 CHF | 248'078 CHF | 97.76% | 97.76% |
08.07.2024 | 0.71% | 98.59 % | 99.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'938 CHF | 248'688 CHF | 99.79% | 99.79% |
05.07.2024 | 0.70% | 98.93 % | 99.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'527 CHF | 249'277 CHF | 100.00% | 100.00% |
04.07.2024 | 0.70% | 99.06 % | 99.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'628 CHF | 249'378 CHF | 98.26% | 98.26% |
03.07.2024 | 0.71% | 99.08 % | 99.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'258 CHF | 249'008 CHF | 99.99% | 99.99% |
02.07.2024 | 0.71% | 98.28 % | 98.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'236 CHF | 246'986 CHF | 100.00% | 100.00% |