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% | 100.48 % | 101.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'697 CHF | 253'722 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.58 % | 101.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'162 CHF | 253'187 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.63 % | 101.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'372 CHF | 253'397 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.28 % | 101.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'744 CHF | 252'765 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.14 % | 100.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'735 CHF | 252'751 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.39 % | 101.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'933 CHF | 252'958 CHF | 99.23% | 99.23% |
05.07.2024 | 0.80% | 100.24 % | 101.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'826 CHF | 252'849 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.21 % | 101.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'553 CHF | 252'565 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.13 % | 100.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'263 CHF | 252'263 CHF | 99.78% | 99.78% |
02.07.2024 | 0.80% | 99.73 % | 100.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'167 CHF | 251'167 CHF | 100.00% | 100.00% |