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% | 98.79 % | 99.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'515 CHF | 249'765 CHF | 69.53% | 69.53% |
12.07.2024 | 0.50% | 99.46 % | 99.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'395 CHF | 250'645 CHF | 78.76% | 78.76% |
11.07.2024 | 0.51% | 99.55 % | 100.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'069 CHF | 247'319 CHF | 96.74% | 96.74% |
10.07.2024 | 0.48% | 103.84 % | 104.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'171 CHF | 260'421 CHF | 94.74% | 94.74% |
09.07.2024 | 0.48% | 104.08 % | 104.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'603 CHF | 261'853 CHF | 97.77% | 97.77% |
08.07.2024 | 0.48% | 104.31 % | 104.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'264 CHF | 262'514 CHF | 99.77% | 99.77% |
05.07.2024 | 0.48% | 103.95 % | 104.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'194 CHF | 261'444 CHF | 99.99% | 99.99% |
04.07.2024 | 0.48% | 103.81 % | 104.31 % | 250'000 | 250'000 | 250'000 | 249'962 | 259'875 CHF | 261'086 CHF | 98.26% | 98.26% |
03.07.2024 | 0.49% | 101.51 % | 102.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'282 CHF | 254'532 CHF | 100.00% | 100.00% |
02.07.2024 | 0.50% | 99.53 % | 100.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'078 CHF | 249'328 CHF | 100.00% | 100.00% |