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% | 101.04 % | 101.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'191 CHF | 255'223 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.38 % | 103.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'396 CHF | 257'446 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.04 % | 102.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'917 CHF | 255'954 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.84 % | 101.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'078 CHF | 254'103 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.54 % | 101.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'394 CHF | 254'419 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.20 % | 102.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'219 CHF | 255'247 CHF | 99.57% | 99.57% |
05.07.2024 | 0.80% | 101.70 % | 102.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'149 CHF | 256'199 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.16 % | 101.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'057 CHF | 254'082 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 99.99 % | 100.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'339 CHF | 250'339 CHF | 99.92% | 99.92% |
02.07.2024 | 0.80% | 98.97 % | 99.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'612 CHF | 249'612 CHF | 100.00% | 100.00% |