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% | 100.03 % | 100.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'505 CHF | 252'518 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.15 % | 100.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'053 CHF | 252'053 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 99.96 % | 100.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'177 CHF | 251'177 CHF | 99.99% | 99.99% |
10.07.2024 | 0.80% | 99.46 % | 100.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'582 CHF | 250'582 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.10 % | 99.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'665 CHF | 250'665 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 99.64 % | 100.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'237 CHF | 251'237 CHF | 99.54% | 99.54% |
05.07.2024 | 0.80% | 99.62 % | 100.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'171 CHF | 251'171 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.47 % | 100.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'807 CHF | 250'807 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 99.34 % | 100.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'951 CHF | 249'951 CHF | 99.84% | 99.84% |
02.07.2024 | 0.81% | 98.96 % | 99.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'120 CHF | 249'120 CHF | 100.00% | 100.00% |