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% | 99.10 % | 99.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'846 CHF | 249'096 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 99.27 % | 99.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'548 CHF | 248'798 CHF | 78.49% | 78.49% |
11.07.2024 | 0.50% | 99.19 % | 99.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'253 CHF | 249'503 CHF | 100.00% | 100.00% |
10.07.2024 | 0.50% | 99.28 % | 99.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'565 CHF | 249'815 CHF | 94.72% | 94.72% |
09.07.2024 | 0.50% | 99.51 % | 100.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'398 CHF | 250'648 CHF | 97.75% | 97.75% |
08.07.2024 | 0.50% | 99.76 % | 100.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'548 CHF | 250'798 CHF | 99.79% | 99.79% |
05.07.2024 | 0.50% | 99.81 % | 100.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'582 CHF | 250'832 CHF | 100.00% | 100.00% |
04.07.2024 | 0.50% | 99.87 % | 100.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'661 CHF | 250'911 CHF | 98.26% | 98.26% |
03.07.2024 | 0.50% | 99.77 % | 100.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'805 CHF | 250'055 CHF | 100.00% | 100.00% |
02.07.2024 | 0.50% | 99.45 % | 99.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'426 CHF | 249'676 CHF | 100.00% | 100.00% |