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% | 99.64 % | 100.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'425 CHF | 250'675 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 99.97 % | 100.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'255 CHF | 250'505 CHF | 78.49% | 78.49% |
11.07.2024 | 0.50% | 99.50 % | 100.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'158 CHF | 249'408 CHF | 100.00% | 100.00% |
10.07.2024 | 0.50% | 98.94 % | 99.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'969 CHF | 248'219 CHF | 94.72% | 94.72% |
09.07.2024 | 0.51% | 98.48 % | 98.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'813 CHF | 248'063 CHF | 97.75% | 97.75% |
08.07.2024 | 0.51% | 98.64 % | 99.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'849 CHF | 248'099 CHF | 99.79% | 99.79% |
05.07.2024 | 0.50% | 98.78 % | 99.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'083 CHF | 248'333 CHF | 100.00% | 100.00% |
04.07.2024 | 0.51% | 98.78 % | 99.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'471 CHF | 247'721 CHF | 98.26% | 98.26% |
03.07.2024 | 0.51% | 98.84 % | 99.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'851 CHF | 248'101 CHF | 100.00% | 100.00% |
02.07.2024 | 0.51% | 98.58 % | 99.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'800 CHF | 248'050 CHF | 99.98% | 99.98% |