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% | 100.31 % | 101.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'977 CHF | 253'002 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.50 % | 101.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'155 CHF | 253'180 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.42 % | 101.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'990 CHF | 253'015 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.30 % | 101.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'786 CHF | 252'811 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.21 % | 101.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'668 CHF | 252'691 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.19 % | 100.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'568 CHF | 252'581 CHF | 99.75% | 99.75% |
05.07.2024 | 0.80% | 100.21 % | 101.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'706 CHF | 252'729 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.22 % | 101.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'601 CHF | 252'626 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.18 % | 100.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'535 CHF | 252'544 CHF | 99.86% | 99.86% |
02.07.2024 | 0.80% | 100.12 % | 100.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'335 CHF | 252'335 CHF | 100.00% | 100.00% |