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% | 100.84 % | 101.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'200 CHF | 254'225 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.64 % | 101.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'528 CHF | 253'553 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.65 % | 101.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'403 CHF | 253'428 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.42 % | 101.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'960 CHF | 252'985 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.09 % | 100.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'424 CHF | 252'428 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.31 % | 101.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'626 CHF | 252'644 CHF | 99.36% | 99.36% |
05.07.2024 | 0.80% | 100.17 % | 100.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'302 CHF | 252'302 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.97 % | 100.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'159 CHF | 252'159 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 99.97 % | 100.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'904 CHF | 251'908 CHF | 99.79% | 99.79% |
02.07.2024 | 0.80% | 99.99 % | 100.79 % | 238'000 | 250'000 | 248'205 | 250'000 | 248'006 CHF | 251'804 CHF | 100.00% | 100.00% |