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% | 100.01 % | 100.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'924 CHF | 251'924 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.16 % | 100.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'732 CHF | 252'751 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.09 % | 100.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'102 CHF | 252'102 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.04 % | 100.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'118 CHF | 252'118 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.00 % | 100.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'808 CHF | 251'808 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.68 % | 101.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'735 CHF | 253'760 CHF | 99.75% | 99.75% |
05.07.2024 | 0.80% | 100.78 % | 101.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'307 CHF | 254'332 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.98 % | 101.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'193 CHF | 254'218 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.72 % | 101.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'123 CHF | 254'148 CHF | 99.91% | 99.91% |
02.07.2024 | 0.80% | 100.81 % | 101.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'145 CHF | 254'170 CHF | 100.00% | 100.00% |