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% | 101.17 % | 101.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'840 CHF | 254'865 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.46 % | 101.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'164 CHF | 253'189 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.54 % | 101.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'335 CHF | 252'342 CHF | 99.94% | 99.94% |
10.07.2024 | 0.80% | 99.83 % | 100.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'098 CHF | 251'098 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.61 % | 100.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'572 CHF | 252'585 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 99.82 % | 100.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'883 CHF | 251'883 CHF | 99.68% | 99.68% |
05.07.2024 | 0.80% | 100.05 % | 100.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'225 CHF | 252'225 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.02 % | 100.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'918 CHF | 251'918 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 99.81 % | 100.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'450 CHF | 251'450 CHF | 99.75% | 99.75% |
02.07.2024 | 0.81% | 99.29 % | 100.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'027 CHF | 249'027 CHF | 100.00% | 100.00% |