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% | 99.76 % | 100.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'700 CHF | 251'700 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 99.79 % | 100.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'444 CHF | 251'444 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 99.79 % | 100.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'458 CHF | 251'458 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 99.74 % | 100.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'323 CHF | 251'323 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.62 % | 100.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'200 CHF | 251'200 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 99.78 % | 100.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'473 CHF | 251'473 CHF | 98.90% | 98.90% |
05.07.2024 | 0.80% | 99.59 % | 100.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'165 CHF | 251'165 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.69 % | 100.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'285 CHF | 251'285 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 99.55 % | 100.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'902 CHF | 250'902 CHF | 99.83% | 99.83% |
02.07.2024 | 0.80% | 101.24 % | 102.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'872 CHF | 254'897 CHF | 100.00% | 100.00% |