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 | 251'845 CHF | 253'870 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.90 % | 101.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'503 CHF | 253'528 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.02 % | 101.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'444 CHF | 254'469 CHF | 99.94% | 99.94% |
10.07.2024 | 0.80% | 100.92 % | 101.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'908 CHF | 253'933 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.68 % | 101.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'716 CHF | 253'741 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.50 % | 101.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'288 CHF | 253'313 CHF | 99.75% | 99.75% |
05.07.2024 | 0.80% | 100.64 % | 101.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'628 CHF | 253'653 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.45 % | 101.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'979 CHF | 253'004 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.13 % | 100.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'491 CHF | 251'491 CHF | 99.56% | 99.56% |
02.07.2024 | 0.81% | 99.06 % | 99.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'851 CHF | 248'851 CHF | 100.00% | 100.00% |