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% | 100.46 % | 101.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'842 CHF | 253'867 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 104.00 % | 104.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'700 CHF | 261'778 CHF | 99.94% | 99.94% |
11.07.2024 | 0.80% | 103.80 % | 104.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'963 CHF | 261'038 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 103.41 % | 104.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'880 CHF | 259'955 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.89 % | 103.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'241 CHF | 259'316 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.88 % | 103.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'216 CHF | 259'291 CHF | 99.26% | 99.26% |
05.07.2024 | 0.80% | 102.78 % | 103.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'127 CHF | 259'202 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.74 % | 103.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'967 CHF | 259'042 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.83 % | 103.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'933 CHF | 259'008 CHF | 99.68% | 99.68% |
02.07.2024 | 0.80% | 102.67 % | 103.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'631 CHF | 258'684 CHF | 100.00% | 100.00% |