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% | 101.61 % | 102.43 % | 250'000 | 150'000 | 250'000 | 223'775 | 254'340 CHF | 229'520 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.51 % | 102.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'585 CHF | 254'613 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.19 % | 102.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'993 CHF | 255'021 CHF | 25.50% | 25.50% |
10.07.2024 | 0.80% | 101.24 % | 102.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'346 CHF | 254'371 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.26 % | 102.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'545 CHF | 255'574 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.03 % | 101.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'895 CHF | 252'908 CHF | 99.44% | 99.44% |
05.07.2024 | 0.80% | 99.71 % | 100.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'432 CHF | 251'433 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.66 % | 100.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'004 CHF | 251'004 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 99.48 % | 100.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'382 CHF | 250'382 CHF | 99.77% | 99.77% |
02.07.2024 | 0.81% | 99.03 % | 99.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'990 CHF | 246'990 CHF | 100.00% | 100.00% |