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% | 100.98 % | 101.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'715 CHF | 254'740 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.99 % | 101.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'463 CHF | 254'488 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.96 % | 101.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'447 CHF | 254'472 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.85 % | 101.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'062 CHF | 254'087 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.73 % | 101.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'997 CHF | 254'022 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.81 % | 101.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'031 CHF | 254'056 CHF | 99.06% | 99.06% |
05.07.2024 | 0.80% | 100.64 % | 101.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'818 CHF | 253'843 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.74 % | 101.55 % | 250'000 | 232'000 | 250'000 | 249'002 | 251'940 CHF | 252'951 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.63 % | 101.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'525 CHF | 253'550 CHF | 99.62% | 99.62% |
02.07.2024 | 0.80% | 100.44 % | 101.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'979 CHF | 253'004 CHF | 100.00% | 100.00% |