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% | 101.39 % | 102.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'036 CHF | 255'063 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 100.32 % | 101.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'222 CHF | 249'224 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.43 % | 102.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'301 CHF | 255'332 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.80 % | 102.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'864 CHF | 255'909 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.52 % | 101.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'906 CHF | 252'930 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.63 % | 101.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'047 CHF | 252'051 CHF | 99.80% | 99.80% |
05.07.2024 | 0.80% | 99.80 % | 100.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'661 CHF | 251'661 CHF | 100.00% | 100.00% |
04.07.2024 | 0.81% | 98.80 % | 99.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'882 CHF | 248'882 CHF | 100.00% | 100.00% |
03.07.2024 | 0.81% | 98.16 % | 98.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'500 CHF | 247'500 CHF | 99.68% | 99.68% |
02.07.2024 | 0.85% | 96.39 % | 97.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'542 CHF | 236'542 CHF | 92.20% | 92.20% |