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% | 100.72 % | 101.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'456 CHF | 254'484 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.76 % | 102.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'157 CHF | 256'207 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.93 % | 102.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'524 CHF | 256'574 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.53 % | 102.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'293 CHF | 254'319 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.87 % | 101.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'426 CHF | 255'459 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.66 % | 102.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'990 CHF | 255'019 CHF | 99.67% | 99.67% |
05.07.2024 | 0.80% | 100.95 % | 101.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'229 CHF | 255'261 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.65 % | 100.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'391 CHF | 251'392 CHF | 100.00% | 100.00% |
03.07.2024 | 0.81% | 99.09 % | 99.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'958 CHF | 248'958 CHF | 99.72% | 99.72% |
02.07.2024 | 0.81% | 98.29 % | 99.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'276 CHF | 247'276 CHF | 100.00% | 100.00% |