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 | 250'709 CHF | 252'730 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.16 % | 100.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'413 CHF | 252'413 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.14 % | 100.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'348 CHF | 252'348 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.15 % | 100.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'256 CHF | 252'256 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.06 % | 100.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'279 CHF | 252'279 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.10 % | 100.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'297 CHF | 252'297 CHF | 99.13% | 99.13% |
05.07.2024 | 0.80% | 99.97 % | 100.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'116 CHF | 252'116 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.04 % | 100.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'088 CHF | 252'088 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 99.89 % | 100.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'581 CHF | 251'581 CHF | 99.67% | 99.67% |
02.07.2024 | 0.80% | 99.77 % | 100.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'178 CHF | 251'178 CHF | 100.00% | 100.00% |