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% | 101.33 % | 101.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'093 CHF | 255'343 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 101.77 % | 102.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'390 CHF | 253'640 CHF | 73.24% | 73.24% |
11.07.2024 | 0.50% | 100.96 % | 101.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'774 CHF | 251'024 CHF | 97.58% | 97.58% |
10.07.2024 | 0.50% | 99.08 % | 99.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'477 CHF | 248'727 CHF | 94.72% | 94.72% |
09.07.2024 | 0.50% | 99.33 % | 99.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'666 CHF | 250'916 CHF | 97.77% | 97.77% |
08.07.2024 | 0.50% | 99.93 % | 100.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'779 CHF | 252'029 CHF | 99.61% | 99.61% |
05.07.2024 | 0.49% | 100.27 % | 100.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'179 CHF | 253'429 CHF | 100.00% | 100.00% |
04.07.2024 | 0.50% | 100.30 % | 100.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'777 CHF | 252'027 CHF | 98.26% | 98.26% |
03.07.2024 | 0.50% | 99.45 % | 99.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'646 CHF | 248'896 CHF | 100.00% | 100.00% |
02.07.2024 | 0.51% | 98.01 % | 98.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'241 CHF | 244'491 CHF | 100.00% | 100.00% |