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% | 100.87 % | 101.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'525 CHF | 254'550 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.97 % | 101.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'349 CHF | 254'374 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.91 % | 101.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'312 CHF | 254'337 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.86 % | 101.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'037 CHF | 254'062 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.71 % | 101.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'953 CHF | 253'978 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.74 % | 101.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'895 CHF | 253'920 CHF | 99.43% | 99.43% |
05.07.2024 | 0.80% | 100.64 % | 101.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'755 CHF | 253'780 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.73 % | 101.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'788 CHF | 253'813 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.59 % | 101.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'425 CHF | 253'450 CHF | 99.92% | 99.92% |
02.07.2024 | 0.80% | 100.49 % | 101.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'186 CHF | 253'211 CHF | 100.00% | 100.00% |