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% | 99.58 % | 100.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'985 CHF | 250'985 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 99.69 % | 100.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'044 CHF | 251'044 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 99.62 % | 100.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'529 CHF | 250'529 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 99.41 % | 100.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'130 CHF | 250'130 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.41 % | 100.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'333 CHF | 250'333 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 99.61 % | 100.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'887 CHF | 250'887 CHF | 99.67% | 99.67% |
05.07.2024 | 0.80% | 100.44 % | 101.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'565 CHF | 253'590 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.57 % | 101.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'488 CHF | 253'513 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.40 % | 101.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'038 CHF | 253'063 CHF | 99.76% | 99.76% |
02.07.2024 | 0.80% | 100.39 % | 101.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'870 CHF | 252'893 CHF | 100.00% | 100.00% |