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% | 101.14 % | 101.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'853 CHF | 254'878 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.07 % | 101.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'463 CHF | 254'488 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.97 % | 101.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'325 CHF | 254'350 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.87 % | 101.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'007 CHF | 254'032 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.75 % | 101.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'047 CHF | 254'072 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.73 % | 101.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'876 CHF | 253'901 CHF | 99.51% | 99.51% |
05.07.2024 | 0.80% | 100.50 % | 101.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'746 CHF | 253'771 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.81 % | 101.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'983 CHF | 254'008 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.59 % | 101.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'133 CHF | 253'158 CHF | 99.82% | 99.82% |
02.07.2024 | 0.80% | 100.41 % | 101.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'668 CHF | 252'683 CHF | 100.00% | 100.00% |