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% | 100.87 % | 101.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'494 CHF | 254'518 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.76 % | 101.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'965 CHF | 253'990 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.67 % | 101.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'728 CHF | 253'753 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.65 % | 101.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'373 CHF | 253'398 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.44 % | 101.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'358 CHF | 253'383 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.48 % | 101.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'159 CHF | 253'184 CHF | 99.17% | 99.17% |
05.07.2024 | 0.80% | 100.30 % | 101.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'146 CHF | 253'171 CHF | 99.99% | 99.99% |
04.07.2024 | 0.80% | 100.47 % | 101.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'147 CHF | 253'172 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.57 % | 101.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'547 CHF | 253'572 CHF | 99.65% | 99.65% |
02.07.2024 | 0.80% | 100.63 % | 101.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'444 CHF | 253'469 CHF | 100.00% | 100.00% |