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 | 0.60% | 99.70 % | 100.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'236 CHF | 250'736 CHF | 100.00% | 100.00% |
12.07.2024 | 0.60% | 99.69 % | 100.29 % | 250'000 | 250'000 | 249'997 | 250'000 | 249'216 CHF | 250'719 CHF | 78.49% | 78.49% |
11.07.2024 | 0.60% | 99.68 % | 100.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'167 CHF | 250'667 CHF | 100.00% | 100.00% |
10.07.2024 | 0.60% | 99.65 % | 100.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'130 CHF | 250'630 CHF | 94.72% | 94.72% |
09.07.2024 | 0.60% | 99.64 % | 100.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'100 CHF | 250'600 CHF | 97.77% | 97.77% |
08.07.2024 | 0.60% | 99.63 % | 100.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'096 CHF | 250'596 CHF | 99.78% | 99.78% |
05.07.2024 | 0.60% | 99.64 % | 100.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'075 CHF | 250'575 CHF | 100.00% | 100.00% |
04.07.2024 | 0.60% | 99.62 % | 100.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'051 CHF | 250'551 CHF | 98.27% | 98.27% |
03.07.2024 | 0.60% | 99.60 % | 100.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'963 CHF | 250'463 CHF | 100.00% | 100.00% |
02.07.2024 | 0.60% | 99.59 % | 100.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'977 CHF | 250'477 CHF | 100.00% | 100.00% |