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 | 0.49% | 100.67 % | 101.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'971 CHF | 253'221 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 100.65 % | 101.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'071 CHF | 253'321 CHF | 78.76% | 78.76% |
11.07.2024 | 0.50% | 100.90 % | 101.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'568 CHF | 252'818 CHF | 100.00% | 100.00% |
10.07.2024 | 0.50% | 100.09 % | 100.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'324 CHF | 250'574 CHF | 94.73% | 94.73% |
09.07.2024 | 0.50% | 99.50 % | 100.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'752 CHF | 251'002 CHF | 97.77% | 97.77% |
08.07.2024 | 0.50% | 99.17 % | 99.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'810 CHF | 249'060 CHF | 99.77% | 99.77% |
05.07.2024 | 0.50% | 99.25 % | 99.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'294 CHF | 249'544 CHF | 100.00% | 100.00% |
04.07.2024 | 0.50% | 99.24 % | 99.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'858 CHF | 249'108 CHF | 98.27% | 98.27% |
03.07.2024 | 0.50% | 99.09 % | 99.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'681 CHF | 248'931 CHF | 100.00% | 100.00% |
02.07.2024 | 0.51% | 98.33 % | 98.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'897 CHF | 246'147 CHF | 100.00% | 100.00% |