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% | 99.97 % | 100.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'945 CHF | 250'945 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.28 % | 101.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'916 CHF | 250'916 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 99.95 % | 100.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'883 CHF | 251'884 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.18 % | 100.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'856 CHF | 252'875 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.98 % | 100.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'858 CHF | 252'875 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.61 % | 101.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'326 CHF | 253'350 CHF | 99.00% | 99.00% |
05.07.2024 | 0.80% | 99.82 % | 100.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'035 CHF | 252'036 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.34 % | 100.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'167 CHF | 250'167 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 99.47 % | 100.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'137 CHF | 250'137 CHF | 99.91% | 99.91% |
02.07.2024 | 0.81% | 98.38 % | 99.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'087 CHF | 248'087 CHF | 100.00% | 100.00% |