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% | 100.12 % | 100.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'428 CHF | 252'438 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.12 % | 100.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'972 CHF | 251'980 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.12 % | 100.92 % | 225'000 | 250'000 | 227'682 | 250'000 | 228'416 CHF | 252'838 CHF | 99.99% | 99.99% |
10.07.2024 | 0.80% | 101.15 % | 101.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'598 CHF | 254'623 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.97 % | 101.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'347 CHF | 254'372 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.68 % | 101.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'074 CHF | 254'099 CHF | 99.61% | 99.61% |
05.07.2024 | 0.80% | 100.66 % | 101.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'802 CHF | 253'827 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.69 % | 101.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'631 CHF | 253'656 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.42 % | 101.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'791 CHF | 252'815 CHF | 99.92% | 99.92% |
02.07.2024 | 0.80% | 100.31 % | 101.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'133 CHF | 252'136 CHF | 100.00% | 100.00% |