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% | 103.26 % | 104.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'498 CHF | 257'550 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.96 % | 101.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'677 CHF | 253'702 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.51 % | 102.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'991 CHF | 255'020 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.67 % | 101.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'821 CHF | 254'846 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.80 % | 101.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'055 CHF | 254'080 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.60 % | 101.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'432 CHF | 254'457 CHF | 99.74% | 99.74% |
05.07.2024 | 0.80% | 100.34 % | 101.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'527 CHF | 251'528 CHF | 21.65% | 21.65% |
04.07.2024 | 0.80% | 101.10 % | 101.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'299 CHF | 254'324 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.94 % | 101.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'221 CHF | 254'246 CHF | 99.07% | 99.07% |
02.07.2024 | 0.80% | 101.50 % | 102.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'288 CHF | 255'314 CHF | 100.00% | 100.00% |