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% | 100.57 % | 101.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'413 CHF | 253'438 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.49 % | 101.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'253 CHF | 253'278 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.47 % | 101.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'084 CHF | 253'109 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.34 % | 101.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'717 CHF | 252'742 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.28 % | 101.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'802 CHF | 252'827 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.30 % | 101.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'726 CHF | 252'751 CHF | 99.28% | 99.28% |
05.07.2024 | 0.80% | 100.20 % | 101.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'669 CHF | 252'691 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.23 % | 101.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'571 CHF | 252'589 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.34 % | 101.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'921 CHF | 252'946 CHF | 99.70% | 99.70% |
02.07.2024 | 0.80% | 101.03 % | 101.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'531 CHF | 254'556 CHF | 100.00% | 100.00% |