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% | 99.98 % | 100.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'509 CHF | 252'521 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.06 % | 100.86 % | 250'000 | 240'000 | 250'000 | 248'701 | 250'082 CHF | 250'772 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.09 % | 100.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'336 CHF | 252'341 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 99.98 % | 100.78 % | 250'000 | 245'000 | 250'000 | 249'669 | 249'612 CHF | 251'279 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.65 % | 100.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'321 CHF | 251'321 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 99.51 % | 100.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'629 CHF | 250'629 CHF | 99.67% | 99.67% |
05.07.2024 | 0.80% | 99.02 % | 99.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'723 CHF | 249'723 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.09 % | 99.89 % | 250'000 | 245'000 | 250'000 | 247'153 | 247'652 CHF | 246'808 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.18 % | 100.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'710 CHF | 251'710 CHF | 99.64% | 99.64% |
02.07.2024 | 0.80% | 99.16 % | 99.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'783 CHF | 249'783 CHF | 99.98% | 99.98% |