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% | 102.47 % | 103.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'569 CHF | 259'637 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.33 % | 103.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'469 CHF | 257'519 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.09 % | 102.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'845 CHF | 255'884 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.58 % | 101.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'259 CHF | 251'261 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 98.80 % | 99.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'793 CHF | 250'795 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 98.92 % | 99.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'577 CHF | 250'577 CHF | 99.94% | 99.94% |
05.07.2024 | 0.80% | 99.49 % | 100.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'705 CHF | 252'722 CHF | 99.99% | 99.99% |
04.07.2024 | 0.80% | 99.72 % | 100.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'635 CHF | 249'635 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 99.88 % | 100.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'413 CHF | 252'425 CHF | 99.06% | 99.06% |
02.07.2024 | 0.80% | 100.51 % | 101.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'105 CHF | 251'110 CHF | 100.00% | 100.00% |