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% | 99.66 % | 100.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'720 CHF | 251'720 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.04 % | 100.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'015 CHF | 252'015 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.01 % | 100.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'016 CHF | 252'016 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 99.94 % | 100.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'789 CHF | 251'789 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.79 % | 100.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'780 CHF | 251'780 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.05 % | 100.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'709 CHF | 251'709 CHF | 99.74% | 99.74% |
05.07.2024 | 0.80% | 99.77 % | 100.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'381 CHF | 251'381 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.69 % | 100.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'275 CHF | 251'275 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 99.68 % | 100.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'051 CHF | 251'051 CHF | 99.79% | 99.79% |
02.07.2024 | 0.80% | 99.56 % | 100.36 % | 249'000 | 250'000 | 249'013 | 250'000 | 247'773 CHF | 250'755 CHF | 100.00% | 100.00% |