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% | 100.70 % | 101.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'928 CHF | 253'953 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.65 % | 101.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'586 CHF | 253'611 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.58 % | 101.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'463 CHF | 253'488 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.53 % | 101.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'245 CHF | 253'270 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.49 % | 101.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'270 CHF | 253'295 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.48 % | 101.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'207 CHF | 253'232 CHF | 99.31% | 99.31% |
05.07.2024 | 0.80% | 100.37 % | 101.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'072 CHF | 253'097 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.41 % | 101.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'985 CHF | 253'010 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.47 % | 101.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'214 CHF | 253'239 CHF | 96.93% | 96.93% |
02.07.2024 | 0.80% | 101.20 % | 102.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'000 CHF | 255'025 CHF | 100.00% | 100.00% |