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% | 100.52 % | 101.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'692 CHF | 253'717 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.58 % | 101.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'293 CHF | 253'318 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.49 % | 101.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'842 CHF | 252'866 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.13 % | 100.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'300 CHF | 252'300 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.01 % | 100.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'631 CHF | 252'646 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.11 % | 100.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'441 CHF | 252'450 CHF | 99.81% | 99.81% |
05.07.2024 | 0.80% | 100.20 % | 101.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'576 CHF | 252'591 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.08 % | 100.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'262 CHF | 252'262 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 99.93 % | 100.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'520 CHF | 251'520 CHF | 99.64% | 99.64% |
02.07.2024 | 0.80% | 99.54 % | 100.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'278 CHF | 250'278 CHF | 100.00% | 100.00% |