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% | 100.34 % | 101.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'959 CHF | 252'984 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.22 % | 101.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'311 CHF | 252'313 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.12 % | 100.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'019 CHF | 252'019 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 99.96 % | 100.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'894 CHF | 251'894 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.82 % | 100.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'062 CHF | 252'062 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.02 % | 100.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'103 CHF | 252'103 CHF | 99.24% | 99.24% |
05.07.2024 | 0.80% | 99.99 % | 100.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'079 CHF | 252'079 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.89 % | 100.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'681 CHF | 251'681 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 99.95 % | 100.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'535 CHF | 251'535 CHF | 99.72% | 99.72% |
02.07.2024 | 0.80% | 101.83 % | 102.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'461 CHF | 256'511 CHF | 100.00% | 100.00% |