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% | 99.80 % | 100.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'620 CHF | 250'620 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.41 % | 101.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'595 CHF | 250'595 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 99.67 % | 100.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'469 CHF | 251'469 CHF | 99.94% | 99.94% |
10.07.2024 | 0.80% | 100.20 % | 101.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'810 CHF | 252'829 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.13 % | 100.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'973 CHF | 252'990 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.56 % | 101.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'623 CHF | 253'648 CHF | 99.66% | 99.66% |
05.07.2024 | 0.80% | 100.12 % | 100.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'501 CHF | 252'516 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.82 % | 100.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'082 CHF | 251'082 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 99.73 % | 100.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'471 CHF | 250'471 CHF | 99.80% | 99.80% |
02.07.2024 | 0.81% | 98.35 % | 99.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'679 CHF | 247'679 CHF | 100.00% | 100.00% |