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% | 100.21 % | 101.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'718 CHF | 252'737 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.28 % | 101.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'502 CHF | 252'511 CHF | 99.93% | 99.93% |
11.07.2024 | 0.80% | 100.36 % | 101.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'767 CHF | 252'791 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 99.86 % | 100.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'291 CHF | 251'291 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.60 % | 100.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'934 CHF | 250'934 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 99.70 % | 100.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'497 CHF | 251'497 CHF | 99.28% | 99.28% |
05.07.2024 | 0.80% | 99.81 % | 100.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'806 CHF | 251'806 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.94 % | 100.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'908 CHF | 251'910 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.11 % | 100.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'020 CHF | 252'020 CHF | 99.94% | 99.94% |
02.07.2024 | 0.80% | 99.69 % | 100.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'675 CHF | 250'675 CHF | 100.00% | 100.00% |