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% | 99.73 % | 100.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'071 CHF | 250'321 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 99.56 % | 100.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'680 CHF | 248'930 CHF | 78.49% | 78.49% |
11.07.2024 | 0.50% | 99.17 % | 99.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'473 CHF | 249'723 CHF | 100.00% | 100.00% |
10.07.2024 | 0.50% | 99.31 % | 99.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'121 CHF | 249'371 CHF | 94.72% | 94.72% |
09.07.2024 | 0.50% | 98.95 % | 99.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'679 CHF | 249'929 CHF | 97.75% | 97.75% |
08.07.2024 | 0.50% | 98.80 % | 99.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'085 CHF | 248'335 CHF | 99.79% | 99.79% |
05.07.2024 | 0.51% | 98.54 % | 99.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'243 CHF | 246'493 CHF | 100.00% | 100.00% |
04.07.2024 | 0.51% | 97.93 % | 98.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'848 CHF | 246'098 CHF | 98.26% | 98.26% |
03.07.2024 | 0.51% | 97.77 % | 98.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'219 CHF | 245'469 CHF | 100.00% | 100.00% |
02.07.2024 | 0.51% | 97.39 % | 97.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'384 CHF | 244'634 CHF | 100.00% | 100.00% |