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% | 100.25 % | 101.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'988 CHF | 253'013 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.46 % | 101.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'144 CHF | 253'168 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.42 % | 101.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'020 CHF | 253'045 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.30 % | 101.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'696 CHF | 252'721 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.15 % | 100.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'522 CHF | 252'535 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.30 % | 101.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'714 CHF | 252'736 CHF | 99.00% | 99.00% |
05.07.2024 | 0.80% | 100.07 % | 100.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'355 CHF | 252'355 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.93 % | 100.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'640 CHF | 251'640 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 99.63 % | 100.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'954 CHF | 250'954 CHF | 99.93% | 99.93% |
02.07.2024 | 0.80% | 99.18 % | 99.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'790 CHF | 249'790 CHF | 100.00% | 100.00% |