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% | 100.60 % | 101.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'757 CHF | 253'782 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.64 % | 101.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'643 CHF | 253'668 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.69 % | 101.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'568 CHF | 253'593 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.42 % | 101.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'985 CHF | 253'010 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.14 % | 100.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'524 CHF | 252'536 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.28 % | 101.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'112 CHF | 253'137 CHF | 99.04% | 99.04% |
05.07.2024 | 0.80% | 100.16 % | 100.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'589 CHF | 252'603 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.98 % | 100.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'736 CHF | 251'736 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 99.82 % | 100.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'184 CHF | 251'184 CHF | 99.68% | 99.68% |
02.07.2024 | 0.81% | 99.08 % | 99.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'400 CHF | 249'400 CHF | 100.00% | 100.00% |