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% | 100.51 % | 101.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'743 CHF | 253'768 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.68 % | 101.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'975 CHF | 252'998 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.44 % | 101.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'971 CHF | 252'996 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.10 % | 100.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'837 CHF | 251'837 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.66 % | 100.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'346 CHF | 251'346 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 99.68 % | 100.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'419 CHF | 251'419 CHF | 99.91% | 99.91% |
05.07.2024 | 0.80% | 99.76 % | 100.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'482 CHF | 251'482 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.57 % | 100.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'626 CHF | 250'626 CHF | 100.00% | 100.00% |
03.07.2024 | 0.81% | 98.94 % | 99.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'493 CHF | 248'493 CHF | 99.84% | 99.84% |
02.07.2024 | 0.81% | 98.50 % | 99.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'161 CHF | 247'161 CHF | 100.00% | 100.00% |