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% | 100.94 % | 101.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'068 CHF | 254'091 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 99.97 % | 100.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'507 CHF | 248'507 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.73 % | 101.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'765 CHF | 254'791 CHF | 99.97% | 99.97% |
10.07.2024 | 0.80% | 101.03 % | 101.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'614 CHF | 254'639 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.72 % | 101.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'528 CHF | 253'553 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.88 % | 101.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'502 CHF | 252'508 CHF | 99.40% | 99.40% |
05.07.2024 | 0.80% | 100.21 % | 101.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'587 CHF | 252'603 CHF | 99.93% | 99.93% |
04.07.2024 | 0.80% | 99.80 % | 100.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'813 CHF | 251'813 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 99.49 % | 100.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'541 CHF | 250'542 CHF | 99.70% | 99.70% |
02.07.2024 | 0.83% | 98.35 % | 99.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'864 CHF | 242'864 CHF | 100.00% | 100.00% |