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% | 101.09 % | 101.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'725 CHF | 254'750 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.96 % | 101.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'431 CHF | 254'456 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.87 % | 101.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'256 CHF | 254'281 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.88 % | 101.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'002 CHF | 254'027 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.65 % | 101.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'870 CHF | 253'895 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.66 % | 101.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'650 CHF | 253'675 CHF | 99.64% | 99.64% |
05.07.2024 | 0.80% | 100.46 % | 101.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'528 CHF | 253'553 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.58 % | 101.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'537 CHF | 253'562 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.69 % | 101.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'710 CHF | 253'735 CHF | 99.84% | 99.84% |
02.07.2024 | 0.80% | 100.71 % | 101.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'695 CHF | 253'720 CHF | 100.00% | 100.00% |