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 | 0.70% | 98.83 % | 99.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'505 CHF | 249'255 CHF | 100.00% | 100.00% |
12.07.2024 | 0.71% | 99.21 % | 99.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'000 CHF | 248'750 CHF | 78.50% | 78.50% |
11.07.2024 | 0.71% | 98.61 % | 99.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'120 CHF | 247'870 CHF | 100.00% | 100.00% |
10.07.2024 | 0.71% | 98.21 % | 98.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'987 CHF | 246'737 CHF | 94.72% | 94.72% |
09.07.2024 | 0.71% | 97.84 % | 98.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'144 CHF | 246'894 CHF | 97.75% | 97.75% |
08.07.2024 | 0.71% | 98.18 % | 98.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'473 CHF | 247'223 CHF | 99.78% | 99.78% |
05.07.2024 | 0.71% | 97.96 % | 98.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'752 CHF | 247'502 CHF | 100.00% | 100.00% |