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% | 100.25 % | 101.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'557 CHF | 252'574 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 99.57 % | 100.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'242 CHF | 247'242 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.13 % | 100.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'765 CHF | 252'783 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.30 % | 101.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'849 CHF | 252'871 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.12 % | 100.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'327 CHF | 252'331 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.30 % | 101.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'063 CHF | 251'063 CHF | 99.45% | 99.45% |
05.07.2024 | 0.80% | 99.70 % | 100.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'301 CHF | 251'301 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.46 % | 100.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'863 CHF | 250'863 CHF | 100.00% | 100.00% |
03.07.2024 | 0.81% | 99.06 % | 99.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'424 CHF | 249'424 CHF | 99.79% | 99.79% |
02.07.2024 | 0.83% | 97.82 % | 98.62 % | 250'000 | 224'000 | 250'000 | 245'109 | 238'910 CHF | 236'080 CHF | 100.00% | 100.00% |