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% | 99.15 % | 99.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'504 CHF | 250'504 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 99.25 % | 100.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'504 CHF | 249'504 CHF | 100.00% | 100.00% |
11.07.2024 | 0.81% | 98.78 % | 99.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'423 CHF | 249'423 CHF | 68.13% | 68.13% |
10.07.2024 | 0.81% | 98.74 % | 99.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'176 CHF | 249'176 CHF | 100.00% | 100.00% |
09.07.2024 | 0.81% | 98.60 % | 99.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'105 CHF | 248'105 CHF | 100.00% | 100.00% |
08.07.2024 | 0.81% | 98.43 % | 99.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'052 CHF | 248'052 CHF | 99.15% | 99.15% |
05.07.2024 | 0.81% | 98.21 % | 99.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'314 CHF | 247'314 CHF | 100.00% | 100.00% |
04.07.2024 | 0.81% | 97.98 % | 98.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'923 CHF | 246'923 CHF | 100.00% | 100.00% |
03.07.2024 | 0.81% | 97.84 % | 98.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'382 CHF | 247'382 CHF | 99.70% | 99.70% |
02.07.2024 | 0.80% | 100.72 % | 101.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'285 CHF | 254'310 CHF | 100.00% | 100.00% |