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% | 101.03 % | 101.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'730 CHF | 254'755 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.90 % | 101.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'950 CHF | 253'975 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.73 % | 101.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'854 CHF | 253'879 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.66 % | 101.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'602 CHF | 253'627 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.46 % | 101.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'478 CHF | 253'503 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.62 % | 101.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'841 CHF | 253'866 CHF | 99.09% | 99.09% |
05.07.2024 | 0.80% | 100.62 % | 101.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'637 CHF | 253'662 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.58 % | 101.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'428 CHF | 253'453 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.49 % | 101.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'220 CHF | 253'245 CHF | 96.82% | 96.82% |
02.07.2024 | 0.80% | 102.06 % | 102.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'150 CHF | 257'200 CHF | 100.00% | 100.00% |