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% | 100.52 % | 101.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'551 CHF | 253'576 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.38 % | 101.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'982 CHF | 253'007 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.27 % | 101.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'799 CHF | 252'824 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.24 % | 103.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'417 CHF | 257'467 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.95 % | 102.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'148 CHF | 257'198 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.16 % | 102.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'333 CHF | 257'383 CHF | 99.33% | 99.33% |
05.07.2024 | 0.80% | 101.75 % | 102.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'470 CHF | 256'520 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.71 % | 102.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'243 CHF | 256'293 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.57 % | 102.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'105 CHF | 256'155 CHF | 99.97% | 99.97% |
02.07.2024 | 0.80% | 101.56 % | 102.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'922 CHF | 255'972 CHF | 100.00% | 100.00% |