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% | 95.33 % | 96.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'232 CHF | 239'232 CHF | 100.00% | 100.00% |
12.07.2024 | 0.83% | 95.50 % | 96.30 % | 250'000 | 230'000 | 250'000 | 231'177 | 239'603 CHF | 223'397 CHF | 100.00% | 100.00% |
11.07.2024 | 0.84% | 95.02 % | 95.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'824 CHF | 238'824 CHF | 99.25% | 99.25% |
10.07.2024 | 0.80% | 100.12 % | 100.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'895 CHF | 251'896 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.38 % | 101.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'912 CHF | 253'938 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.06 % | 101.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'250 CHF | 255'279 CHF | 99.69% | 99.69% |
05.07.2024 | 0.80% | 101.01 % | 101.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'918 CHF | 254'943 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.73 % | 101.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'591 CHF | 254'619 CHF | 100.00% | 100.00% |
03.07.2024 | 0.81% | 98.89 % | 99.69 % | 250'000 | 206'000 | 250'000 | 218'451 | 245'956 CHF | 216'625 CHF | 99.97% | 99.97% |
02.07.2024 | 0.83% | 96.60 % | 97.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'991 CHF | 242'991 CHF | 100.00% | 100.00% |