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 | 251'940 CHF | 253'965 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.69 % | 101.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'635 CHF | 253'660 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.59 % | 101.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'566 CHF | 253'591 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.52 % | 101.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'337 CHF | 253'362 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.41 % | 101.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'235 CHF | 253'260 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.50 % | 101.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'296 CHF | 253'321 CHF | 98.95% | 98.95% |
05.07.2024 | 0.80% | 100.21 % | 101.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'816 CHF | 252'837 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.35 % | 101.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'938 CHF | 252'963 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.13 % | 100.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'267 CHF | 252'267 CHF | 99.81% | 99.81% |
02.07.2024 | 0.80% | 99.89 % | 100.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'416 CHF | 251'416 CHF | 100.00% | 100.00% |