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% | 100.28 % | 101.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'359 CHF | 252'361 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 99.88 % | 100.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'496 CHF | 251'496 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 99.96 % | 100.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'758 CHF | 252'779 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 99.92 % | 100.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'357 CHF | 252'359 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.87 % | 100.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'749 CHF | 252'770 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 99.80 % | 100.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'362 CHF | 252'372 CHF | 99.42% | 99.42% |
05.07.2024 | 0.80% | 99.68 % | 100.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'018 CHF | 250'018 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.15 % | 99.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'932 CHF | 249'932 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 99.43 % | 100.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'574 CHF | 250'574 CHF | 99.95% | 99.95% |
02.07.2024 | 0.81% | 99.26 % | 100.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'252 CHF | 249'252 CHF | 100.00% | 100.00% |