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% | 100.06 % | 100.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'211 CHF | 253'232 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.42 % | 102.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'211 CHF | 255'236 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.76 % | 101.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'702 CHF | 253'727 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.33 % | 101.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'777 CHF | 252'802 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.99 % | 100.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'719 CHF | 252'731 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.16 % | 100.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'687 CHF | 252'702 CHF | 99.55% | 99.55% |
05.07.2024 | 0.80% | 100.13 % | 100.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'226 CHF | 252'231 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.35 % | 101.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'843 CHF | 252'864 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 99.98 % | 100.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'741 CHF | 249'741 CHF | 99.89% | 99.89% |
02.07.2024 | 0.80% | 100.09 % | 100.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'281 CHF | 252'296 CHF | 100.00% | 100.00% |