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 | 0.80% | 100.59 % | 101.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'760 CHF | 253'785 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.62 % | 101.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'528 CHF | 253'553 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.58 % | 101.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'456 CHF | 253'481 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.44 % | 101.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'145 CHF | 253'170 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.51 % | 101.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'235 CHF | 253'260 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.39 % | 101.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'983 CHF | 253'008 CHF | 99.64% | 99.64% |
05.07.2024 | 0.80% | 100.31 % | 101.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'769 CHF | 252'794 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.24 % | 101.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'639 CHF | 252'664 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.21 % | 101.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'568 CHF | 252'586 CHF | 99.92% | 99.92% |
02.07.2024 | 0.80% | 100.12 % | 100.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'265 CHF | 252'265 CHF | 100.00% | 100.00% |