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% | 100.82 % | 101.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'158 CHF | 254'183 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.78 % | 101.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'910 CHF | 253'935 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.86 % | 101.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'089 CHF | 254'114 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.45 % | 101.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'936 CHF | 252'957 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.28 % | 101.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'669 CHF | 252'689 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.34 % | 101.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'022 CHF | 253'047 CHF | 99.58% | 99.58% |
05.07.2024 | 0.80% | 100.45 % | 101.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'351 CHF | 253'376 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.50 % | 101.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'269 CHF | 253'294 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.79 % | 101.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'734 CHF | 253'759 CHF | 99.67% | 99.67% |
02.07.2024 | 0.80% | 100.44 % | 101.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'647 CHF | 252'659 CHF | 100.00% | 100.00% |