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% | 100.22 % | 101.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'967 CHF | 252'988 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.51 % | 101.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'698 CHF | 252'714 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.12 % | 100.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'080 CHF | 251'080 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 99.40 % | 100.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'304 CHF | 250'304 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 98.94 % | 99.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'209 CHF | 250'209 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 99.53 % | 100.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'926 CHF | 250'926 CHF | 99.04% | 99.04% |
05.07.2024 | 0.80% | 99.62 % | 100.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'434 CHF | 251'434 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.55 % | 100.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'999 CHF | 250'999 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 99.32 % | 100.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'932 CHF | 249'932 CHF | 99.87% | 99.87% |
02.07.2024 | 0.81% | 98.77 % | 99.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'794 CHF | 248'794 CHF | 100.00% | 100.00% |