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 | 0.80% | 99.28 % | 100.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'024 CHF | 251'026 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.98 % | 101.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'801 CHF | 253'826 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.51 % | 101.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'964 CHF | 251'971 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 99.18 % | 99.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'945 CHF | 249'945 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 98.80 % | 99.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'298 CHF | 250'298 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 99.59 % | 100.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'253 CHF | 251'257 CHF | 99.54% | 99.54% |
05.07.2024 | 0.80% | 100.13 % | 100.93 % | 250'000 | 230'000 | 250'000 | 232'008 | 249'969 CHF | 233'833 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.30 % | 100.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'522 CHF | 249'522 CHF | 100.00% | 100.00% |
03.07.2024 | 0.82% | 98.12 % | 98.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'242 CHF | 245'242 CHF | 99.86% | 99.86% |
02.07.2024 | 0.82% | 96.73 % | 97.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'019 CHF | 244'019 CHF | 100.00% | 100.00% |