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% | 100.78 % | 101.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'331 CHF | 254'356 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.61 % | 101.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'587 CHF | 253'612 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.61 % | 101.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'564 CHF | 253'589 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.51 % | 101.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'072 CHF | 253'097 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.37 % | 101.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'166 CHF | 253'191 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.48 % | 101.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'179 CHF | 253'204 CHF | 99.74% | 99.74% |
05.07.2024 | 0.80% | 100.36 % | 101.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'193 CHF | 253'218 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.49 % | 101.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'149 CHF | 253'174 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.39 % | 101.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'023 CHF | 253'048 CHF | 99.94% | 99.94% |
02.07.2024 | 0.80% | 100.25 % | 101.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'463 CHF | 252'469 CHF | 100.00% | 100.00% |