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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.81% | 99.23 % | 100.03 % | 250'000 | 245'000 | 250'000 | 249'736 | 247'389 CHF | 249'126 CHF | 100.00% | 100.00% |
24.07.2024 | 0.80% | 99.61 % | 100.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'436 CHF | 251'436 CHF | 100.00% | 100.00% |
23.07.2024 | 0.80% | 99.58 % | 100.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'159 CHF | 251'159 CHF | 100.00% | 100.00% |
22.07.2024 | 0.80% | 99.69 % | 100.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'696 CHF | 251'696 CHF | 100.00% | 100.00% |
19.07.2024 | 0.80% | 99.52 % | 100.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'442 CHF | 251'442 CHF | 99.90% | 99.90% |
18.07.2024 | 0.80% | 100.33 % | 101.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'160 CHF | 252'163 CHF | 100.00% | 100.00% |
17.07.2024 | 0.80% | 99.98 % | 100.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'752 CHF | 251'752 CHF | 100.00% | 100.00% |
16.07.2024 | 0.80% | 100.03 % | 100.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'781 CHF | 251'781 CHF | 100.00% | 100.00% |
15.07.2024 | 0.80% | 100.06 % | 100.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'533 CHF | 252'543 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.06 % | 100.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'785 CHF | 251'785 CHF | 100.00% | 100.00% |