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% | 100.30 % | 101.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'192 CHF | 253'217 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.42 % | 101.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'987 CHF | 253'012 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.46 % | 101.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'037 CHF | 253'062 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.24 % | 101.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'395 CHF | 252'396 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.01 % | 100.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'367 CHF | 252'368 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 99.93 % | 100.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'983 CHF | 251'983 CHF | 99.54% | 99.54% |
05.07.2024 | 0.80% | 99.95 % | 100.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'031 CHF | 252'031 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.96 % | 100.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'783 CHF | 251'783 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 99.78 % | 100.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'714 CHF | 251'714 CHF | 99.84% | 99.84% |
02.07.2024 | 0.80% | 99.40 % | 100.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'130 CHF | 250'130 CHF | 100.00% | 100.00% |