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% | 100.64 % | 101.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'653 CHF | 253'678 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.59 % | 101.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'434 CHF | 253'460 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.52 % | 101.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'426 CHF | 253'451 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.51 % | 101.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'242 CHF | 253'267 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.51 % | 101.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'362 CHF | 253'387 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.57 % | 101.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'190 CHF | 253'215 CHF | 98.98% | 98.98% |
05.07.2024 | 0.80% | 100.30 % | 101.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'837 CHF | 252'862 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.31 % | 101.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'811 CHF | 252'836 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.19 % | 100.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'510 CHF | 252'520 CHF | 99.60% | 99.60% |
02.07.2024 | 0.80% | 100.22 % | 101.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'373 CHF | 252'375 CHF | 100.00% | 100.00% |