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% | 100.29 % | 100.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'288 CHF | 251'538 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 100.07 % | 100.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'199 CHF | 251'449 CHF | 78.49% | 78.49% |
11.07.2024 | 0.50% | 99.88 % | 100.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'514 CHF | 250'764 CHF | 100.00% | 100.00% |
10.07.2024 | 0.50% | 99.64 % | 100.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'766 CHF | 250'016 CHF | 94.72% | 94.72% |
09.07.2024 | 0.50% | 99.61 % | 100.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'337 CHF | 250'587 CHF | 97.75% | 97.75% |
08.07.2024 | 0.50% | 100.16 % | 100.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'520 CHF | 251'770 CHF | 99.78% | 99.78% |
05.07.2024 | 0.50% | 100.14 % | 100.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'068 CHF | 252'318 CHF | 100.00% | 100.00% |
04.07.2024 | 0.50% | 100.74 % | 101.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'456 CHF | 252'706 CHF | 98.26% | 98.26% |
03.07.2024 | 0.50% | 100.22 % | 100.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'730 CHF | 251'980 CHF | 100.00% | 100.00% |
02.07.2024 | 0.50% | 99.77 % | 100.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'661 CHF | 250'911 CHF | 100.00% | 100.00% |