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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.50% | 100.83 % | 101.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'580 CHF | 252'830 CHF | 99.83% | 99.83% |
24.07.2024 | 0.49% | 101.07 % | 101.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'889 CHF | 254'139 CHF | 92.50% | 92.50% |
23.07.2024 | 0.49% | 101.14 % | 101.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'314 CHF | 253'564 CHF | 100.00% | 100.00% |
22.07.2024 | 0.49% | 100.95 % | 101.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'985 CHF | 253'235 CHF | 100.00% | 100.00% |
19.07.2024 | 0.50% | 100.21 % | 100.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'568 CHF | 251'818 CHF | 99.74% | 99.74% |
18.07.2024 | 0.50% | 100.68 % | 101.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'628 CHF | 252'878 CHF | 99.76% | 99.76% |
17.07.2024 | 0.50% | 100.43 % | 100.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'021 CHF | 251'271 CHF | 99.78% | 99.78% |
16.07.2024 | 0.50% | 100.28 % | 100.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'062 CHF | 251'312 CHF | 89.71% | 89.71% |
15.07.2024 | 0.50% | 99.76 % | 100.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'471 CHF | 251'721 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 100.18 % | 100.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'029 CHF | 252'279 CHF | 78.49% | 78.49% |