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% | 97.97 % | 98.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'668 CHF | 246'668 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 98.20 % | 99.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'058 CHF | 248'058 CHF | 100.00% | 100.00% |
11.07.2024 | 0.81% | 98.08 % | 98.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'111 CHF | 247'111 CHF | 100.00% | 100.00% |
10.07.2024 | 0.81% | 98.18 % | 98.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'496 CHF | 247'496 CHF | 100.00% | 100.00% |
09.07.2024 | 0.81% | 98.34 % | 99.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'889 CHF | 247'889 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 99.62 % | 100.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'133 CHF | 251'133 CHF | 99.45% | 99.45% |
05.07.2024 | 0.80% | 99.85 % | 100.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'213 CHF | 252'213 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.23 % | 101.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'050 CHF | 252'051 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 99.64 % | 100.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'233 CHF | 251'233 CHF | 99.58% | 99.58% |
02.07.2024 | 0.80% | 99.58 % | 100.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'148 CHF | 251'148 CHF | 100.00% | 100.00% |