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% | 99.12 % | 99.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'553 CHF | 250'553 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 99.76 % | 100.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'189 CHF | 251'189 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 99.52 % | 100.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'182 CHF | 250'182 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.20 % | 102.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'034 CHF | 255'059 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.03 % | 101.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'338 CHF | 255'365 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.44 % | 102.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'819 CHF | 255'862 CHF | 99.56% | 99.56% |
05.07.2024 | 0.80% | 101.15 % | 101.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'028 CHF | 255'053 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.72 % | 101.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'105 CHF | 254'130 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.64 % | 101.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'219 CHF | 253'244 CHF | 99.69% | 99.69% |
02.07.2024 | 0.80% | 99.88 % | 100.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'007 CHF | 252'007 CHF | 100.00% | 100.00% |