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% | 100.79 % | 101.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'963 CHF | 253'988 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.77 % | 101.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'895 CHF | 253'920 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.75 % | 101.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'788 CHF | 253'813 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.67 % | 101.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'710 CHF | 253'735 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.65 % | 101.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'657 CHF | 253'682 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.65 % | 101.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'625 CHF | 253'650 CHF | 99.04% | 99.04% |
05.07.2024 | 0.80% | 100.65 % | 101.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'575 CHF | 253'600 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.60 % | 101.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'504 CHF | 253'529 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.59 % | 101.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'322 CHF | 253'347 CHF | 99.79% | 99.79% |
02.07.2024 | 0.80% | 100.54 % | 101.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'390 CHF | 253'415 CHF | 100.00% | 100.00% |