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% | 99.78 % | 100.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'513 CHF | 251'513 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 99.71 % | 100.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'229 CHF | 251'229 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 99.62 % | 100.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'013 CHF | 251'013 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 99.53 % | 100.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'816 CHF | 250'816 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.49 % | 100.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'819 CHF | 250'819 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.43 % | 101.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'155 CHF | 253'180 CHF | 99.83% | 99.83% |
05.07.2024 | 0.80% | 100.36 % | 101.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'007 CHF | 253'032 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.42 % | 101.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'993 CHF | 253'018 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.33 % | 101.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'697 CHF | 252'720 CHF | 99.92% | 99.92% |
02.07.2024 | 0.80% | 100.23 % | 101.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'355 CHF | 252'356 CHF | 100.00% | 100.00% |