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% | 100.17 % | 100.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'597 CHF | 252'612 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.16 % | 100.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'337 CHF | 252'337 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.07 % | 100.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'148 CHF | 252'148 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 99.98 % | 100.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'914 CHF | 251'914 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.86 % | 100.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'783 CHF | 251'783 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 99.97 % | 100.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'962 CHF | 251'962 CHF | 99.74% | 99.74% |
05.07.2024 | 0.80% | 99.81 % | 100.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'655 CHF | 251'655 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.87 % | 100.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'746 CHF | 251'746 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 99.76 % | 100.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'315 CHF | 251'315 CHF | 99.72% | 99.72% |
02.07.2024 | 0.80% | 101.58 % | 102.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'704 CHF | 255'745 CHF | 100.00% | 100.00% |