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% | 100.78 % | 101.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'170 CHF | 254'195 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.87 % | 101.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'998 CHF | 254'023 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.17 % | 101.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'819 CHF | 254'844 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.95 % | 101.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'232 CHF | 254'257 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.61 % | 101.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'117 CHF | 254'142 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.49 % | 101.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'761 CHF | 253'786 CHF | 99.63% | 99.63% |
05.07.2024 | 0.80% | 101.08 % | 101.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'765 CHF | 254'790 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.28 % | 102.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'265 CHF | 255'290 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.29 % | 102.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'015 CHF | 255'040 CHF | 99.95% | 99.95% |
02.07.2024 | 0.80% | 100.83 % | 101.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'077 CHF | 254'102 CHF | 100.00% | 100.00% |