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% | 100.44 % | 101.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'703 CHF | 253'728 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.95 % | 101.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'039 CHF | 254'064 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.87 % | 101.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'993 CHF | 254'018 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.70 % | 101.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'638 CHF | 253'663 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.51 % | 101.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'810 CHF | 253'835 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.72 % | 101.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'160 CHF | 254'185 CHF | 99.15% | 99.15% |
05.07.2024 | 0.80% | 100.98 % | 101.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'450 CHF | 254'475 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.86 % | 101.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'973 CHF | 253'998 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.48 % | 101.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'190 CHF | 253'215 CHF | 99.93% | 99.93% |
02.07.2024 | 0.80% | 100.29 % | 101.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'530 CHF | 252'542 CHF | 100.00% | 100.00% |