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 | 0.70% | 99.92 % | 100.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'940 CHF | 251'690 CHF | 100.00% | 100.00% |
12.07.2024 | 0.70% | 100.04 % | 100.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'597 CHF | 251'347 CHF | 78.49% | 78.49% |
11.07.2024 | 0.70% | 100.08 % | 100.78 % | 250'000 | 250'000 | 249'979 | 250'000 | 250'487 CHF | 252'259 CHF | 99.99% | 99.99% |
10.07.2024 | 0.70% | 100.09 % | 100.79 % | 250'000 | 250'000 | 250'000 | 249'991 | 250'003 CHF | 251'745 CHF | 94.74% | 94.74% |
09.07.2024 | 0.70% | 99.76 % | 100.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'758 CHF | 251'508 CHF | 97.76% | 97.76% |
08.07.2024 | 0.70% | 99.79 % | 100.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'655 CHF | 251'405 CHF | 99.77% | 99.77% |
05.07.2024 | 0.70% | 99.81 % | 100.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'746 CHF | 251'496 CHF | 100.00% | 100.00% |
04.07.2024 | 0.70% | 99.86 % | 100.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'681 CHF | 251'431 CHF | 98.26% | 98.26% |
03.07.2024 | 0.70% | 99.74 % | 100.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'254 CHF | 251'004 CHF | 100.00% | 100.00% |