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% | 100.62 % | 101.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'637 CHF | 253'662 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.51 % | 101.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'228 CHF | 253'253 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.59 % | 101.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'439 CHF | 253'464 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.36 % | 101.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'719 CHF | 252'739 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.22 % | 101.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'499 CHF | 252'507 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.22 % | 101.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'618 CHF | 252'635 CHF | 99.04% | 99.04% |
05.07.2024 | 0.80% | 100.20 % | 101.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'760 CHF | 252'781 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.29 % | 101.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'770 CHF | 252'795 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.36 % | 101.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'871 CHF | 252'896 CHF | 99.84% | 99.84% |
02.07.2024 | 0.80% | 100.24 % | 101.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'300 CHF | 252'304 CHF | 100.00% | 100.00% |