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% | 100.62 % | 101.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'469 CHF | 253'494 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.42 % | 101.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'089 CHF | 253'114 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.27 % | 101.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'794 CHF | 252'817 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.28 % | 101.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'511 CHF | 252'515 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.14 % | 100.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'511 CHF | 252'516 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.08 % | 100.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'155 CHF | 252'155 CHF | 99.61% | 99.61% |
05.07.2024 | 0.80% | 99.91 % | 100.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'119 CHF | 252'119 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.06 % | 100.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'164 CHF | 252'164 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.12 % | 100.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'424 CHF | 252'428 CHF | 99.80% | 99.80% |
02.07.2024 | 0.80% | 100.23 % | 101.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'407 CHF | 252'408 CHF | 100.00% | 100.00% |