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% | 100.81 % | 101.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'315 CHF | 254'340 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.95 % | 101.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'034 CHF | 254'059 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.76 % | 101.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'773 CHF | 253'798 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.47 % | 101.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'927 CHF | 252'952 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.28 % | 101.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'233 CHF | 253'258 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.61 % | 101.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'232 CHF | 253'257 CHF | 99.06% | 99.06% |
05.07.2024 | 0.80% | 100.37 % | 101.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'301 CHF | 253'326 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.43 % | 101.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'088 CHF | 253'113 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.26 % | 101.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'518 CHF | 252'530 CHF | 99.78% | 99.78% |
02.07.2024 | 0.80% | 99.66 % | 100.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'025 CHF | 251'025 CHF | 100.00% | 100.00% |