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% | 99.57 % | 100.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'193 CHF | 251'193 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 99.62 % | 100.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'048 CHF | 251'048 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 99.52 % | 100.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'861 CHF | 250'861 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.28 % | 102.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'193 CHF | 255'218 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.21 % | 102.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'394 CHF | 255'427 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.49 % | 102.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'390 CHF | 255'420 CHF | 99.35% | 99.35% |
05.07.2024 | 0.80% | 101.09 % | 101.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'731 CHF | 254'756 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.94 % | 101.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'436 CHF | 254'461 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.85 % | 101.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'051 CHF | 254'076 CHF | 99.71% | 99.71% |
02.07.2024 | 0.80% | 100.72 % | 101.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'679 CHF | 253'704 CHF | 100.00% | 100.00% |