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% | 100.79 % | 101.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'072 CHF | 254'097 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.74 % | 101.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'916 CHF | 253'941 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.69 % | 101.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'719 CHF | 253'744 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.69 % | 101.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'538 CHF | 253'563 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.53 % | 101.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'611 CHF | 253'636 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.59 % | 101.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'440 CHF | 253'465 CHF | 99.76% | 99.76% |
05.07.2024 | 0.80% | 100.46 % | 101.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'377 CHF | 253'402 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.53 % | 101.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'273 CHF | 253'298 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.59 % | 101.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'667 CHF | 253'692 CHF | 99.95% | 99.95% |
02.07.2024 | 0.80% | 100.75 % | 101.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'721 CHF | 253'746 CHF | 100.00% | 100.00% |