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% | 100.75 % | 101.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'305 CHF | 254'330 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.26 % | 102.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'850 CHF | 254'875 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.92 % | 101.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'045 CHF | 254'070 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.62 % | 101.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'942 CHF | 252'963 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.04 % | 100.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'808 CHF | 252'830 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.28 % | 101.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'338 CHF | 253'363 CHF | 99.02% | 99.02% |
05.07.2024 | 0.80% | 100.57 % | 101.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'713 CHF | 253'738 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.58 % | 101.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'398 CHF | 253'423 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.42 % | 101.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'257 CHF | 253'282 CHF | 99.73% | 99.73% |
02.07.2024 | 0.80% | 100.24 % | 101.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'325 CHF | 252'330 CHF | 100.00% | 100.00% |