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% | 100.95 % | 101.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'053 CHF | 255'080 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.99 % | 101.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'067 CHF | 254'092 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.51 % | 101.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'315 CHF | 253'340 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.35 % | 101.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'217 CHF | 252'221 CHF | 99.99% | 99.99% |
09.07.2024 | 0.80% | 99.79 % | 100.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'688 CHF | 251'688 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 99.85 % | 100.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'230 CHF | 251'230 CHF | 99.74% | 99.74% |
05.07.2024 | 0.80% | 99.49 % | 100.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'221 CHF | 251'221 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.68 % | 100.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'234 CHF | 251'234 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.21 % | 101.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'276 CHF | 252'276 CHF | 99.68% | 99.68% |
02.07.2024 | 0.80% | 100.05 % | 100.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'790 CHF | 251'790 CHF | 100.00% | 100.00% |