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% | 100.23 % | 101.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'577 CHF | 252'593 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.48 % | 101.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'129 CHF | 253'154 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.11 % | 100.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'796 CHF | 252'815 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.28 % | 101.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'500 CHF | 252'512 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.21 % | 101.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'606 CHF | 252'622 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.21 % | 101.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'780 CHF | 252'805 CHF | 99.49% | 99.49% |
05.07.2024 | 0.80% | 100.40 % | 101.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'278 CHF | 253'303 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.60 % | 101.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'457 CHF | 253'482 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.63 % | 101.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'026 CHF | 253'051 CHF | 99.90% | 99.90% |
02.07.2024 | 0.80% | 100.00 % | 100.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'943 CHF | 251'943 CHF | 100.00% | 100.00% |