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% | 100.49 % | 101.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'974 CHF | 253'999 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.96 % | 101.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'262 CHF | 254'287 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.89 % | 101.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'485 CHF | 254'510 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.07 % | 101.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'116 CHF | 254'141 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.51 % | 101.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'070 CHF | 254'095 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.93 % | 101.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'749 CHF | 254'774 CHF | 98.95% | 98.95% |
05.07.2024 | 0.80% | 100.89 % | 101.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'323 CHF | 254'348 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.75 % | 101.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'012 CHF | 254'037 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.89 % | 101.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'610 CHF | 253'635 CHF | 99.71% | 99.71% |
02.07.2024 | 0.80% | 99.93 % | 100.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'358 CHF | 251'358 CHF | 100.00% | 100.00% |