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% | 99.93 % | 100.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'918 CHF | 251'168 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 100.36 % | 100.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'793 CHF | 252'043 CHF | 78.49% | 78.49% |
11.07.2024 | 0.50% | 99.92 % | 100.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'443 CHF | 250'693 CHF | 100.00% | 100.00% |
10.07.2024 | 0.50% | 99.60 % | 100.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'768 CHF | 250'018 CHF | 94.72% | 94.72% |
09.07.2024 | 0.50% | 99.35 % | 99.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'051 CHF | 250'301 CHF | 97.75% | 97.75% |
08.07.2024 | 0.50% | 99.85 % | 100.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'600 CHF | 251'850 CHF | 99.79% | 99.79% |
05.07.2024 | 0.50% | 100.29 % | 100.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'211 CHF | 252'461 CHF | 100.00% | 100.00% |
04.07.2024 | 0.50% | 100.44 % | 100.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'862 CHF | 252'112 CHF | 98.26% | 98.26% |
03.07.2024 | 0.50% | 100.19 % | 100.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'386 CHF | 251'636 CHF | 100.00% | 100.00% |
02.07.2024 | 0.50% | 99.75 % | 100.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'373 CHF | 250'623 CHF | 100.00% | 100.00% |