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% | 100.86 % | 101.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'273 CHF | 254'298 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.85 % | 101.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'097 CHF | 254'122 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.75 % | 101.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'831 CHF | 253'856 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.67 % | 101.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'631 CHF | 253'656 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.63 % | 101.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'731 CHF | 253'756 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.71 % | 101.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'742 CHF | 253'767 CHF | 99.13% | 99.13% |
05.07.2024 | 0.80% | 100.57 % | 101.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'468 CHF | 253'493 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.55 % | 101.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'403 CHF | 253'428 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.55 % | 101.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'259 CHF | 253'284 CHF | 99.69% | 99.69% |
02.07.2024 | 0.80% | 100.47 % | 101.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'841 CHF | 252'866 CHF | 100.00% | 100.00% |