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% | 100.64 % | 101.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'733 CHF | 253'758 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.73 % | 101.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'761 CHF | 253'786 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.64 % | 101.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'649 CHF | 253'674 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.57 % | 101.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'454 CHF | 253'479 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.59 % | 101.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'633 CHF | 253'658 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.72 % | 101.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'324 CHF | 253'349 CHF | 99.42% | 99.42% |
05.07.2024 | 0.80% | 100.41 % | 101.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'058 CHF | 253'083 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.36 % | 101.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'927 CHF | 252'952 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.26 % | 101.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'600 CHF | 252'616 CHF | 99.79% | 99.79% |
02.07.2024 | 0.80% | 100.23 % | 101.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'400 CHF | 252'403 CHF | 100.00% | 100.00% |