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% | 99.40 % | 100.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'571 CHF | 250'571 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 99.57 % | 100.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'511 CHF | 250'511 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 99.32 % | 100.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'854 CHF | 249'854 CHF | 100.00% | 100.00% |
10.07.2024 | 0.81% | 98.89 % | 99.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'028 CHF | 249'028 CHF | 100.00% | 100.00% |
09.07.2024 | 0.81% | 98.70 % | 99.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'069 CHF | 249'069 CHF | 100.00% | 100.00% |
08.07.2024 | 0.81% | 98.88 % | 99.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'271 CHF | 249'271 CHF | 99.33% | 99.33% |
05.07.2024 | 0.81% | 98.80 % | 99.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'254 CHF | 249'254 CHF | 100.00% | 100.00% |
04.07.2024 | 0.81% | 98.86 % | 99.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'168 CHF | 249'168 CHF | 100.00% | 100.00% |
03.07.2024 | 0.81% | 98.83 % | 99.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'037 CHF | 249'037 CHF | 99.85% | 99.85% |
02.07.2024 | 0.81% | 98.54 % | 99.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'264 CHF | 248'264 CHF | 100.00% | 100.00% |