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% | 100.97 % | 101.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'059 CHF | 255'084 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.05 % | 101.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'148 CHF | 255'176 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.46 % | 102.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'129 CHF | 255'155 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.04 % | 101.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'759 CHF | 254'784 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.04 % | 101.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'938 CHF | 254'963 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.05 % | 101.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'887 CHF | 254'912 CHF | 99.64% | 99.64% |
05.07.2024 | 0.80% | 101.20 % | 102.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'101 CHF | 255'126 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.92 % | 101.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'276 CHF | 254'301 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.47 % | 101.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'331 CHF | 253'356 CHF | 99.97% | 99.97% |
02.07.2024 | 0.80% | 100.31 % | 101.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'764 CHF | 251'767 CHF | 100.00% | 100.00% |