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% | 99.10 % | 99.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'507 CHF | 250'507 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 99.25 % | 100.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'504 CHF | 250'504 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 99.59 % | 100.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'444 CHF | 250'444 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.59 % | 102.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'956 CHF | 256'004 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.52 % | 102.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'228 CHF | 256'278 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.47 % | 102.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'968 CHF | 256'016 CHF | 99.46% | 99.46% |
05.07.2024 | 0.80% | 101.48 % | 102.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'851 CHF | 255'897 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.31 % | 102.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'280 CHF | 255'307 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.94 % | 101.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'606 CHF | 254'631 CHF | 99.69% | 99.69% |
02.07.2024 | 0.80% | 100.75 % | 101.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'878 CHF | 252'898 CHF | 100.00% | 100.00% |