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% | 100.51 % | 101.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'869 CHF | 253'894 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.36 % | 101.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'149 CHF | 253'174 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.70 % | 101.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'538 CHF | 253'563 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.44 % | 101.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'106 CHF | 253'131 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.39 % | 101.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'126 CHF | 253'151 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.24 % | 101.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'860 CHF | 252'884 CHF | 99.11% | 99.11% |
05.07.2024 | 0.80% | 100.41 % | 101.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'042 CHF | 253'067 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.34 % | 101.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'776 CHF | 252'801 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.05 % | 100.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'315 CHF | 252'318 CHF | 99.68% | 99.68% |
02.07.2024 | 0.80% | 99.97 % | 100.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'324 CHF | 251'324 CHF | 100.00% | 100.00% |