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% | 99.12 % | 99.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'431 CHF | 253'449 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.19 % | 102.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'323 CHF | 253'348 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 99.89 % | 100.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'812 CHF | 250'812 CHF | 100.00% | 100.00% |
10.07.2024 | 0.81% | 99.26 % | 100.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'031 CHF | 249'031 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 98.65 % | 99.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'157 CHF | 250'157 CHF | 100.00% | 100.00% |
08.07.2024 | 0.81% | 98.71 % | 99.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'236 CHF | 249'236 CHF | 99.86% | 99.86% |
05.07.2024 | 0.81% | 98.33 % | 99.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'204 CHF | 249'204 CHF | 99.99% | 99.99% |
04.07.2024 | 0.80% | 99.03 % | 99.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'485 CHF | 249'485 CHF | 100.00% | 100.00% |
03.07.2024 | 0.81% | 98.86 % | 99.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'095 CHF | 248'095 CHF | 99.81% | 99.81% |
02.07.2024 | 0.82% | 98.49 % | 99.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'952 CHF | 245'952 CHF | 100.00% | 100.00% |