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% | 99.87 % | 100.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'000 CHF | 252'000 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 99.91 % | 100.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'804 CHF | 251'804 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 99.92 % | 100.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'712 CHF | 251'712 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 99.55 % | 100.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'682 CHF | 250'682 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.14 % | 99.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'169 CHF | 250'169 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 99.35 % | 100.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'864 CHF | 250'864 CHF | 99.13% | 99.13% |
05.07.2024 | 0.80% | 99.23 % | 100.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'453 CHF | 250'453 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.13 % | 99.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'529 CHF | 249'529 CHF | 100.00% | 100.00% |
03.07.2024 | 0.81% | 98.75 % | 99.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'343 CHF | 248'343 CHF | 99.88% | 99.88% |
02.07.2024 | 0.82% | 97.86 % | 98.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'253 CHF | 246'253 CHF | 100.00% | 100.00% |