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% | 100.19 % | 100.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'579 CHF | 252'591 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.24 % | 101.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'589 CHF | 252'602 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.17 % | 100.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'350 CHF | 252'350 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.10 % | 100.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'119 CHF | 252'119 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.17 % | 100.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'382 CHF | 252'384 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.37 % | 101.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'895 CHF | 252'920 CHF | 99.09% | 99.09% |
05.07.2024 | 0.80% | 100.50 % | 101.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'185 CHF | 253'210 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.44 % | 101.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'034 CHF | 253'059 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.25 % | 101.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'670 CHF | 252'695 CHF | 99.87% | 99.87% |
02.07.2024 | 0.80% | 100.28 % | 101.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'702 CHF | 252'727 CHF | 100.00% | 100.00% |