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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.80% | 100.49 % | 101.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'225 CHF | 253'250 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.48 % | 101.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'200 CHF | 253'225 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.47 % | 101.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'175 CHF | 253'200 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.47 % | 101.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'175 CHF | 253'200 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.45 % | 101.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'125 CHF | 253'150 CHF | 99.47% | 99.47% |
05.07.2024 | 0.80% | 100.45 % | 101.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'125 CHF | 253'150 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.44 % | 101.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'100 CHF | 253'125 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.43 % | 101.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'075 CHF | 253'100 CHF | 99.85% | 99.85% |
02.07.2024 | 0.80% | 100.41 % | 101.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'042 CHF | 253'067 CHF | 100.00% | 100.00% |
01.07.2024 | 0.80% | 100.40 % | 101.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'947 CHF | 252'972 CHF | 100.00% | 100.00% |