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% | 100.85 % | 101.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'107 CHF | 254'132 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.85 % | 101.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'023 CHF | 254'048 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.87 % | 101.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'034 CHF | 254'059 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.70 % | 101.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'685 CHF | 253'710 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.63 % | 101.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'956 CHF | 253'981 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.95 % | 101.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'895 CHF | 253'920 CHF | 99.17% | 99.17% |
05.07.2024 | 0.80% | 100.63 % | 101.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'510 CHF | 253'535 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.53 % | 101.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'198 CHF | 253'223 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.51 % | 101.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'027 CHF | 253'052 CHF | 99.64% | 99.64% |
02.07.2024 | 0.80% | 100.60 % | 101.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'915 CHF | 252'937 CHF | 100.00% | 100.00% |