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% | 99.34 % | 100.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'604 CHF | 250'604 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 99.25 % | 100.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'109 CHF | 250'109 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 99.15 % | 99.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'903 CHF | 249'903 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.41 % | 101.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'735 CHF | 252'760 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.19 % | 100.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'678 CHF | 252'698 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.23 % | 101.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'594 CHF | 252'614 CHF | 98.94% | 98.94% |
05.07.2024 | 0.80% | 100.06 % | 100.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'478 CHF | 252'489 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.19 % | 100.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'422 CHF | 252'422 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.15 % | 100.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'449 CHF | 252'451 CHF | 99.71% | 99.71% |
02.07.2024 | 0.80% | 100.25 % | 101.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'448 CHF | 252'450 CHF | 100.00% | 100.00% |