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% | 100.48 % | 101.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'380 CHF | 253'405 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.59 % | 101.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'314 CHF | 253'339 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.53 % | 101.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'295 CHF | 253'320 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.24 % | 101.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'503 CHF | 252'513 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.03 % | 100.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'168 CHF | 252'168 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.06 % | 100.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'447 CHF | 252'449 CHF | 99.58% | 99.58% |
05.07.2024 | 0.80% | 100.18 % | 100.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'687 CHF | 252'707 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.24 % | 101.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'737 CHF | 252'762 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.33 % | 101.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'773 CHF | 252'798 CHF | 99.86% | 99.86% |
02.07.2024 | 0.80% | 100.10 % | 100.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'000 CHF | 252'000 CHF | 100.00% | 100.00% |