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% | 100.13 % | 100.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'214 CHF | 253'237 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.30 % | 101.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'945 CHF | 252'966 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.26 % | 101.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'257 CHF | 252'263 CHF | 99.94% | 99.94% |
10.07.2024 | 0.80% | 101.91 % | 102.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'876 CHF | 256'926 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.94 % | 102.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'124 CHF | 257'174 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.03 % | 102.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'117 CHF | 257'167 CHF | 99.16% | 99.16% |
05.07.2024 | 0.80% | 101.74 % | 102.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'398 CHF | 256'448 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.68 % | 102.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'233 CHF | 256'283 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.43 % | 102.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'701 CHF | 255'738 CHF | 99.94% | 99.94% |
02.07.2024 | 0.80% | 101.38 % | 102.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'913 CHF | 254'938 CHF | 100.00% | 100.00% |