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% | 100.62 % | 101.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'760 CHF | 253'785 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.67 % | 101.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'024 CHF | 253'048 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.43 % | 101.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'473 CHF | 253'498 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.48 % | 101.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'755 CHF | 252'775 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.15 % | 100.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'558 CHF | 252'571 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.09 % | 100.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'509 CHF | 252'517 CHF | 99.22% | 99.22% |
05.07.2024 | 0.80% | 100.18 % | 100.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'467 CHF | 252'472 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.07 % | 100.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'188 CHF | 252'188 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 99.83 % | 100.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'045 CHF | 252'045 CHF | 99.75% | 99.75% |
02.07.2024 | 0.81% | 98.97 % | 99.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'097 CHF | 249'097 CHF | 100.00% | 100.00% |