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% | 100.81 % | 101.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'044 CHF | 254'069 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.66 % | 101.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'700 CHF | 253'725 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.60 % | 101.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'462 CHF | 253'487 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.53 % | 101.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'202 CHF | 253'227 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.49 % | 101.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'221 CHF | 253'246 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.51 % | 101.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'235 CHF | 253'260 CHF | 99.74% | 99.74% |
05.07.2024 | 0.80% | 100.46 % | 101.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'436 CHF | 253'461 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.64 % | 101.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'531 CHF | 253'556 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.50 % | 101.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'203 CHF | 253'228 CHF | 99.87% | 99.87% |
02.07.2024 | 0.80% | 100.51 % | 101.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'397 CHF | 253'422 CHF | 100.00% | 100.00% |