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% | 100.21 % | 101.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'022 CHF | 252'026 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.95 % | 101.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'216 CHF | 252'228 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.28 % | 101.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'984 CHF | 253'004 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.59 % | 101.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'568 CHF | 253'593 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.40 % | 101.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'580 CHF | 253'605 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.77 % | 101.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'116 CHF | 254'141 CHF | 99.63% | 99.63% |
05.07.2024 | 0.80% | 100.38 % | 101.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'089 CHF | 253'113 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.05 % | 100.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'643 CHF | 251'643 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 99.85 % | 100.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'811 CHF | 250'811 CHF | 99.94% | 99.94% |
02.07.2024 | 0.81% | 98.51 % | 99.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'082 CHF | 248'082 CHF | 100.00% | 100.00% |