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% | 100.29 % | 101.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'725 CHF | 252'750 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.28 % | 101.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'700 CHF | 252'725 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.27 % | 101.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'675 CHF | 252'700 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.24 % | 101.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'622 CHF | 252'647 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.25 % | 101.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'627 CHF | 252'652 CHF | 99.32% | 99.32% |
05.07.2024 | 0.80% | 100.21 % | 101.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'569 CHF | 252'591 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.23 % | 101.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'568 CHF | 252'585 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.19 % | 100.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'464 CHF | 252'464 CHF | 99.94% | 99.94% |
02.07.2024 | 0.80% | 100.20 % | 101.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'455 CHF | 252'455 CHF | 100.00% | 100.00% |
01.07.2024 | 0.80% | 100.18 % | 100.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'396 CHF | 252'396 CHF | 100.00% | 100.00% |