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 | 0.50% | 99.20 % | 99.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'177 CHF | 249'427 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 100.21 % | 100.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'222 CHF | 250'472 CHF | 78.75% | 78.75% |
11.07.2024 | 0.51% | 99.74 % | 100.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'824 CHF | 248'074 CHF | 100.00% | 100.00% |
10.07.2024 | 0.51% | 97.88 % | 98.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'201 CHF | 245'451 CHF | 94.74% | 94.74% |
09.07.2024 | 0.51% | 96.30 % | 96.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'664 CHF | 243'914 CHF | 97.77% | 97.77% |
08.07.2024 | 0.50% | 98.89 % | 99.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'140 CHF | 249'390 CHF | 99.78% | 99.78% |
05.07.2024 | 0.50% | 99.91 % | 100.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'366 CHF | 252'616 CHF | 100.00% | 100.00% |
04.07.2024 | 0.50% | 100.45 % | 100.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'243 CHF | 252'493 CHF | 98.27% | 98.27% |
03.07.2024 | 0.50% | 100.45 % | 100.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'215 CHF | 251'465 CHF | 100.00% | 100.00% |
02.07.2024 | 0.51% | 98.92 % | 99.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'005 CHF | 247'255 CHF | 100.00% | 100.00% |