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% | 100.90 % | 101.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'762 CHF | 254'787 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.46 % | 102.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'273 CHF | 255'298 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.26 % | 102.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'997 CHF | 255'022 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.07 % | 101.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'559 CHF | 254'584 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.95 % | 101.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'928 CHF | 254'953 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.33 % | 102.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'595 CHF | 255'623 CHF | 99.73% | 99.73% |
05.07.2024 | 0.80% | 101.44 % | 102.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'536 CHF | 255'562 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.36 % | 102.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'162 CHF | 255'187 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.69 % | 101.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'878 CHF | 253'903 CHF | 99.92% | 99.92% |
02.07.2024 | 0.80% | 100.72 % | 101.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'292 CHF | 253'317 CHF | 100.00% | 100.00% |