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% | 99.61 % | 100.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'238 CHF | 251'238 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 99.83 % | 100.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'436 CHF | 251'436 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 99.70 % | 100.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'035 CHF | 251'035 CHF | 99.93% | 99.93% |
10.07.2024 | 0.80% | 101.64 % | 102.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'630 CHF | 255'669 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.30 % | 102.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'249 CHF | 255'274 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.45 % | 102.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'903 CHF | 255'952 CHF | 99.67% | 99.67% |
05.07.2024 | 0.80% | 101.56 % | 102.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'128 CHF | 256'176 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.57 % | 102.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'960 CHF | 256'010 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.61 % | 102.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'944 CHF | 255'993 CHF | 99.96% | 99.96% |
02.07.2024 | 0.80% | 101.18 % | 101.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'594 CHF | 254'619 CHF | 100.00% | 100.00% |