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% | 100.67 % | 101.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'816 CHF | 254'850 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.52 % | 102.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'640 CHF | 255'679 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.34 % | 102.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'122 CHF | 254'147 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.60 % | 101.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'427 CHF | 253'452 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.82 % | 100.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'010 CHF | 253'031 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.68 % | 101.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'851 CHF | 253'876 CHF | 99.26% | 99.26% |
05.07.2024 | 0.80% | 100.52 % | 101.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'688 CHF | 253'713 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.16 % | 100.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'735 CHF | 252'755 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 99.82 % | 100.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'851 CHF | 250'851 CHF | 99.67% | 99.67% |
02.07.2024 | 0.80% | 99.00 % | 99.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'532 CHF | 249'532 CHF | 100.00% | 100.00% |