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 | 0.84% | 95.86 % | 96.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'479 CHF | 240'479 CHF | 100.00% | 100.00% |
12.07.2024 | 0.83% | 95.95 % | 96.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'548 CHF | 242'548 CHF | 100.00% | 100.00% |
11.07.2024 | 0.84% | 95.35 % | 96.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'671 CHF | 239'671 CHF | 99.26% | 99.26% |
10.07.2024 | 0.80% | 99.99 % | 100.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'766 CHF | 251'766 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.52 % | 101.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'153 CHF | 254'179 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.03 % | 101.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'027 CHF | 255'055 CHF | 99.61% | 99.61% |
05.07.2024 | 0.80% | 100.93 % | 101.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'732 CHF | 254'757 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.79 % | 101.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'550 CHF | 254'577 CHF | 100.00% | 100.00% |
03.07.2024 | 0.81% | 99.00 % | 99.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'277 CHF | 248'277 CHF | 99.66% | 99.66% |
02.07.2024 | 0.82% | 96.78 % | 97.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'555 CHF | 243'555 CHF | 100.00% | 100.00% |