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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.80% | 101.05 % | 101.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'462 CHF | 252'472 CHF | 99.99% | 99.99% |
24.07.2024 | 0.80% | 100.63 % | 101.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'491 CHF | 255'531 CHF | 100.00% | 100.00% |
23.07.2024 | 0.80% | 102.38 % | 103.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'401 CHF | 258'454 CHF | 100.00% | 100.00% |
22.07.2024 | 0.80% | 102.34 % | 103.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'996 CHF | 257'046 CHF | 100.00% | 100.00% |
19.07.2024 | 0.80% | 101.80 % | 102.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'383 CHF | 257'433 CHF | 99.80% | 99.80% |
18.07.2024 | 0.80% | 102.53 % | 103.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'913 CHF | 257'963 CHF | 100.00% | 100.00% |
17.07.2024 | 0.80% | 102.09 % | 102.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'674 CHF | 257'724 CHF | 100.00% | 100.00% |
16.07.2024 | 0.80% | 102.33 % | 103.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'807 CHF | 257'857 CHF | 100.00% | 100.00% |
15.07.2024 | 0.80% | 102.67 % | 103.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'474 CHF | 258'527 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.05 % | 102.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'291 CHF | 254'320 CHF | 100.00% | 100.00% |