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% | 99.84 % | 100.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'253 CHF | 250'503 CHF | 99.81% | 99.81% |
24.07.2024 | 0.50% | 99.67 % | 100.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'134 CHF | 251'384 CHF | 87.50% | 87.50% |
23.07.2024 | 0.49% | 100.65 % | 101.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'115 CHF | 255'365 CHF | 100.00% | 100.00% |
22.07.2024 | 0.49% | 102.24 % | 102.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'881 CHF | 257'131 CHF | 100.00% | 100.00% |
19.07.2024 | 0.49% | 101.97 % | 102.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'676 CHF | 255'926 CHF | 99.75% | 99.75% |
18.07.2024 | 0.49% | 101.75 % | 102.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'230 CHF | 255'480 CHF | 99.74% | 99.74% |
17.07.2024 | 0.49% | 101.68 % | 102.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'255 CHF | 255'505 CHF | 99.77% | 99.77% |
16.07.2024 | 0.49% | 101.62 % | 102.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'509 CHF | 255'759 CHF | 89.71% | 89.71% |
15.07.2024 | 0.49% | 101.89 % | 102.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'074 CHF | 256'324 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 101.75 % | 102.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'066 CHF | 255'316 CHF | 78.76% | 78.76% |