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% | 100.33 % | 101.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'791 CHF | 252'816 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.36 % | 101.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'118 CHF | 253'143 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.36 % | 101.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'778 CHF | 252'803 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.23 % | 101.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'493 CHF | 252'507 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.17 % | 100.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'286 CHF | 252'286 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.44 % | 101.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'019 CHF | 253'044 CHF | 99.59% | 99.59% |
05.07.2024 | 0.80% | 100.50 % | 101.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'453 CHF | 253'478 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.62 % | 101.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'429 CHF | 253'454 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.46 % | 101.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'139 CHF | 253'164 CHF | 99.95% | 99.95% |
02.07.2024 | 0.80% | 100.49 % | 101.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'396 CHF | 253'421 CHF | 100.00% | 100.00% |