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% | 98.88 % | 99.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'710 CHF | 250'710 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.05 % | 100.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'241 CHF | 251'241 CHF | 100.00% | 100.00% |
11.07.2024 | 0.81% | 99.49 % | 100.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'569 CHF | 248'569 CHF | 100.00% | 100.00% |
10.07.2024 | 0.81% | 97.79 % | 98.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'168 CHF | 249'168 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.04 % | 100.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'229 CHF | 252'231 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.01 % | 100.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'785 CHF | 254'809 CHF | 99.64% | 99.64% |
05.07.2024 | 0.80% | 101.11 % | 101.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'646 CHF | 254'671 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.75 % | 101.56 % | 240'000 | 250'000 | 241'707 | 250'000 | 243'563 CHF | 253'945 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.65 % | 101.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'354 CHF | 254'379 CHF | 99.82% | 99.82% |
02.07.2024 | 0.80% | 100.96 % | 101.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'036 CHF | 254'061 CHF | 100.00% | 100.00% |