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% | 100.74 % | 101.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'981 CHF | 254'006 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.76 % | 101.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'808 CHF | 253'833 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.62 % | 101.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'579 CHF | 253'604 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.56 % | 101.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'394 CHF | 253'419 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.43 % | 101.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'261 CHF | 253'286 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.60 % | 101.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'492 CHF | 253'517 CHF | 99.78% | 99.78% |
05.07.2024 | 0.80% | 100.31 % | 101.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'090 CHF | 253'115 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.44 % | 101.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'158 CHF | 253'183 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.28 % | 101.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'574 CHF | 252'591 CHF | 99.70% | 99.70% |
02.07.2024 | 0.80% | 100.08 % | 100.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'916 CHF | 251'916 CHF | 100.00% | 100.00% |