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% | 100.55 % | 101.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'885 CHF | 253'910 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.82 % | 101.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'936 CHF | 253'961 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.64 % | 101.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'703 CHF | 253'728 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.47 % | 101.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'981 CHF | 253'006 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.08 % | 100.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'428 CHF | 252'436 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.14 % | 100.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'674 CHF | 252'692 CHF | 99.53% | 99.53% |
05.07.2024 | 0.80% | 100.08 % | 100.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'632 CHF | 252'652 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.24 % | 101.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'606 CHF | 252'619 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.21 % | 101.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'339 CHF | 252'341 CHF | 99.77% | 99.77% |
02.07.2024 | 0.80% | 102.58 % | 103.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'280 CHF | 258'330 CHF | 100.00% | 100.00% |