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% | 99.68 % | 100.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'001 CHF | 250'751 CHF | 100.00% | 100.00% |
12.07.2024 | 0.70% | 99.46 % | 100.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'663 CHF | 250'413 CHF | 78.50% | 78.50% |
11.07.2024 | 0.70% | 99.48 % | 100.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'550 CHF | 250'300 CHF | 100.00% | 100.00% |
10.07.2024 | 0.70% | 99.34 % | 100.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'269 CHF | 250'019 CHF | 94.74% | 94.74% |
09.07.2024 | 0.70% | 99.29 % | 99.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'271 CHF | 250'021 CHF | 97.77% | 97.77% |
08.07.2024 | 0.70% | 99.37 % | 100.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'402 CHF | 250'152 CHF | 99.78% | 99.78% |
05.07.2024 | 0.70% | 99.37 % | 100.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'653 CHF | 250'403 CHF | 100.00% | 100.00% |
04.07.2024 | 0.70% | 99.51 % | 100.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'713 CHF | 250'463 CHF | 98.27% | 98.27% |
03.07.2024 | 0.70% | 99.35 % | 100.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'391 CHF | 250'141 CHF | 100.00% | 100.00% |
02.07.2024 | 0.70% | 99.27 % | 99.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'363 CHF | 250'113 CHF | 100.00% | 100.00% |