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% | 100.76 % | 101.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'841 CHF | 253'866 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.63 % | 101.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'476 CHF | 253'501 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.71 % | 101.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'862 CHF | 253'888 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.59 % | 101.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'332 CHF | 253'357 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.33 % | 101.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'020 CHF | 253'045 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.56 % | 101.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'470 CHF | 253'495 CHF | 99.71% | 99.71% |
05.07.2024 | 0.80% | 100.37 % | 101.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'029 CHF | 253'054 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.31 % | 101.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'909 CHF | 252'934 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.24 % | 101.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'660 CHF | 252'680 CHF | 99.92% | 99.92% |
02.07.2024 | 0.80% | 99.77 % | 100.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'273 CHF | 251'273 CHF | 100.00% | 100.00% |