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% | 100.59 % | 101.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'684 CHF | 253'709 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.81 % | 101.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'910 CHF | 253'935 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.70 % | 101.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'616 CHF | 253'641 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.63 % | 101.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'562 CHF | 253'587 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.66 % | 101.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'731 CHF | 253'756 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.63 % | 101.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'608 CHF | 253'633 CHF | 99.44% | 99.44% |
05.07.2024 | 0.80% | 100.52 % | 101.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'340 CHF | 253'365 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.49 % | 101.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'258 CHF | 253'283 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.04 % | 100.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'250 CHF | 252'254 CHF | 99.78% | 99.78% |
02.07.2024 | 0.80% | 100.26 % | 101.07 % | 249'000 | 250'000 | 249'241 | 250'000 | 249'514 CHF | 252'277 CHF | 100.00% | 100.00% |