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 | 0.49% | 101.91 % | 102.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'566 CHF | 255'816 CHF | 99.81% | 99.81% |
24.07.2024 | 0.49% | 102.11 % | 102.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'514 CHF | 256'764 CHF | 92.49% | 92.49% |
23.07.2024 | 0.49% | 101.81 % | 102.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'865 CHF | 254'115 CHF | 100.00% | 100.00% |
22.07.2024 | 0.50% | 101.02 % | 101.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'670 CHF | 252'920 CHF | 100.00% | 100.00% |
19.07.2024 | 0.50% | 99.63 % | 100.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'944 CHF | 250'194 CHF | 99.74% | 99.74% |
18.07.2024 | 0.50% | 100.01 % | 100.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'763 CHF | 251'013 CHF | 99.76% | 99.76% |
17.07.2024 | 0.50% | 99.63 % | 100.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'341 CHF | 250'591 CHF | 99.79% | 99.79% |
16.07.2024 | 0.50% | 100.25 % | 100.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'494 CHF | 251'744 CHF | 89.70% | 89.70% |
15.07.2024 | 0.50% | 99.72 % | 100.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'862 CHF | 251'112 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 99.69 % | 100.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'789 CHF | 250'039 CHF | 78.49% | 78.49% |