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% | 100.44 % | 101.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'323 CHF | 253'348 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.39 % | 101.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'955 CHF | 252'980 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.46 % | 101.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'830 CHF | 252'853 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.15 % | 100.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'400 CHF | 252'400 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.03 % | 100.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'369 CHF | 252'371 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.18 % | 100.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'506 CHF | 252'513 CHF | 99.63% | 99.63% |
05.07.2024 | 0.80% | 100.14 % | 100.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'203 CHF | 252'203 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.88 % | 100.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'571 CHF | 251'571 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 99.60 % | 100.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'844 CHF | 250'844 CHF | 99.94% | 99.94% |
02.07.2024 | 0.80% | 99.50 % | 100.30 % | 250'000 | 230'000 | 250'000 | 232'189 | 248'661 CHF | 232'803 CHF | 100.00% | 100.00% |