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% | 100.48 % | 101.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'453 CHF | 253'478 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.56 % | 101.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'350 CHF | 253'375 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.71 % | 101.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'930 CHF | 253'955 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.63 % | 101.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'463 CHF | 253'488 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.37 % | 101.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'248 CHF | 253'273 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.63 % | 101.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'354 CHF | 253'379 CHF | 99.66% | 99.66% |
05.07.2024 | 0.80% | 100.40 % | 101.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'023 CHF | 253'048 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.31 % | 101.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'874 CHF | 252'899 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.25 % | 101.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'351 CHF | 252'353 CHF | 99.77% | 99.77% |
02.07.2024 | 0.80% | 100.18 % | 100.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'226 CHF | 252'226 CHF | 100.00% | 100.00% |