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 | 251'552 CHF | 253'577 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 99.99 % | 100.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'151 CHF | 252'156 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.27 % | 101.08 % | 250'000 | 225'000 | 250'000 | 236'591 | 249'615 CHF | 238'106 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 99.39 % | 100.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'687 CHF | 250'687 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.41 % | 100.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'948 CHF | 251'959 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 99.93 % | 100.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'419 CHF | 252'425 CHF | 99.82% | 99.82% |
05.07.2024 | 0.80% | 100.25 % | 101.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'788 CHF | 252'807 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.01 % | 100.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'809 CHF | 251'809 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 99.44 % | 100.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'590 CHF | 250'590 CHF | 99.56% | 99.56% |
02.07.2024 | 0.81% | 99.45 % | 100.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'089 CHF | 249'089 CHF | 100.00% | 100.00% |