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 | 0.81% | 98.78 % | 99.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'409 CHF | 249'409 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 99.87 % | 100.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'233 CHF | 251'233 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 99.44 % | 100.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'782 CHF | 249'782 CHF | 100.00% | 100.00% |
10.07.2024 | 0.81% | 98.49 % | 99.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'199 CHF | 248'199 CHF | 100.00% | 100.00% |
09.07.2024 | 0.81% | 98.20 % | 99.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'434 CHF | 248'434 CHF | 100.00% | 100.00% |
08.07.2024 | 0.81% | 98.76 % | 99.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'129 CHF | 249'129 CHF | 99.84% | 99.84% |
05.07.2024 | 0.80% | 99.21 % | 100.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'825 CHF | 249'825 CHF | 100.00% | 100.00% |
04.07.2024 | 0.81% | 98.64 % | 99.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'081 CHF | 248'081 CHF | 100.00% | 100.00% |
03.07.2024 | 0.82% | 97.77 % | 98.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'181 CHF | 245'181 CHF | 99.70% | 99.70% |
02.07.2024 | 0.80% | 101.02 % | 101.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'701 CHF | 254'726 CHF | 100.00% | 100.00% |