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% | 99.39 % | 100.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'586 CHF | 250'590 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.79 % | 102.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'107 CHF | 256'156 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.40 % | 102.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'408 CHF | 255'435 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.00 % | 101.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'303 CHF | 254'328 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.94 % | 101.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'696 CHF | 254'721 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.04 % | 101.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'887 CHF | 254'912 CHF | 99.20% | 99.20% |
05.07.2024 | 0.80% | 100.99 % | 101.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'538 CHF | 255'579 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.34 % | 102.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'139 CHF | 255'164 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.01 % | 101.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'258 CHF | 254'283 CHF | 99.72% | 99.72% |
02.07.2024 | 0.80% | 100.97 % | 101.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'658 CHF | 253'683 CHF | 100.00% | 100.00% |