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 | 252'500 CHF | 254'525 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.93 % | 101.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'323 CHF | 254'348 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.84 % | 101.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'023 CHF | 254'048 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.75 % | 101.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'882 CHF | 253'907 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.67 % | 101.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'888 CHF | 253'913 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.70 % | 101.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'896 CHF | 253'921 CHF | 99.16% | 99.16% |
05.07.2024 | 0.80% | 100.59 % | 101.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'639 CHF | 253'664 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.66 % | 101.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'650 CHF | 253'675 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.62 % | 101.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'506 CHF | 253'531 CHF | 99.80% | 99.80% |
02.07.2024 | 0.80% | 100.65 % | 101.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'261 CHF | 253'286 CHF | 100.00% | 100.00% |