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% | 100.63 % | 101.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'575 CHF | 253'600 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.63 % | 101.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'575 CHF | 253'600 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.60 % | 101.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'503 CHF | 253'528 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.59 % | 101.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'438 CHF | 253'463 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.56 % | 101.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'404 CHF | 253'429 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.58 % | 101.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'439 CHF | 253'464 CHF | 99.52% | 99.52% |
05.07.2024 | 0.80% | 100.55 % | 101.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'419 CHF | 253'444 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.53 % | 101.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'345 CHF | 253'370 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.53 % | 101.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'275 CHF | 253'300 CHF | 99.91% | 99.91% |
02.07.2024 | 0.80% | 100.45 % | 101.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'071 CHF | 253'096 CHF | 100.00% | 100.00% |