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% | 99.36 % | 99.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'931 CHF | 250'181 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 99.38 % | 99.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'710 CHF | 248'960 CHF | 78.49% | 78.49% |
11.07.2024 | 0.51% | 98.82 % | 99.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'751 CHF | 247'001 CHF | 100.00% | 100.00% |
10.07.2024 | 0.51% | 97.99 % | 98.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'605 CHF | 245'855 CHF | 94.72% | 94.72% |
09.07.2024 | 0.51% | 97.72 % | 98.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'322 CHF | 247'572 CHF | 97.76% | 97.76% |
08.07.2024 | 0.51% | 98.44 % | 98.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'481 CHF | 247'731 CHF | 99.78% | 99.78% |
05.07.2024 | 0.51% | 98.88 % | 99.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'785 CHF | 248'035 CHF | 100.00% | 100.00% |
04.07.2024 | 0.51% | 98.01 % | 98.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'251 CHF | 246'501 CHF | 98.25% | 98.25% |
03.07.2024 | 0.52% | 97.14 % | 97.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'995 CHF | 243'245 CHF | 100.00% | 100.00% |
02.07.2024 | 0.52% | 96.62 % | 97.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'807 CHF | 242'057 CHF | 100.00% | 100.00% |