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% | 100.84 % | 101.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'030 CHF | 254'055 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.11 % | 101.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'564 CHF | 253'589 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.61 % | 101.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'044 CHF | 254'069 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.67 % | 101.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'251 CHF | 253'276 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.34 % | 101.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'039 CHF | 253'062 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 99.92 % | 100.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'528 CHF | 252'540 CHF | 99.30% | 99.30% |
05.07.2024 | 0.80% | 99.88 % | 100.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'163 CHF | 250'163 CHF | 100.00% | 100.00% |
04.07.2024 | 0.81% | 99.01 % | 99.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'436 CHF | 249'436 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 98.99 % | 99.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'476 CHF | 249'476 CHF | 99.06% | 99.06% |
02.07.2024 | 0.82% | 97.81 % | 98.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'601 CHF | 245'601 CHF | 100.00% | 100.00% |