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 | 0.70% | 100.10 % | 100.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'957 CHF | 251'707 CHF | 99.82% | 99.82% |
24.07.2024 | 0.70% | 100.22 % | 100.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'823 CHF | 252'573 CHF | 92.50% | 92.50% |
23.07.2024 | 0.69% | 100.43 % | 101.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'002 CHF | 252'752 CHF | 100.00% | 100.00% |
22.07.2024 | 0.70% | 100.36 % | 101.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'761 CHF | 252'511 CHF | 100.00% | 100.00% |
19.07.2024 | 0.70% | 100.09 % | 100.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'964 CHF | 251'714 CHF | 99.74% | 99.74% |
18.07.2024 | 0.70% | 100.34 % | 101.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'919 CHF | 252'669 CHF | 99.76% | 99.76% |
17.07.2024 | 0.69% | 100.35 % | 101.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'934 CHF | 252'684 CHF | 99.77% | 99.77% |
16.07.2024 | 0.69% | 100.46 % | 101.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'098 CHF | 252'848 CHF | 89.72% | 89.72% |
15.07.2024 | 0.69% | 100.64 % | 101.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'484 CHF | 253'234 CHF | 100.00% | 100.00% |
12.07.2024 | 0.69% | 100.65 % | 101.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'532 CHF | 253'282 CHF | 78.49% | 78.49% |