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% | 100.54 % | 101.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'762 CHF | 252'780 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.72 % | 101.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'660 CHF | 252'674 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.53 % | 101.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'241 CHF | 253'265 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.50 % | 101.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'629 CHF | 253'654 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.41 % | 101.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'920 CHF | 253'945 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.98 % | 101.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'141 CHF | 254'166 CHF | 99.67% | 99.67% |
05.07.2024 | 0.80% | 100.20 % | 101.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'100 CHF | 253'120 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.78 % | 100.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'509 CHF | 251'509 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.08 % | 100.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'937 CHF | 251'937 CHF | 99.74% | 99.74% |
02.07.2024 | 0.80% | 99.44 % | 100.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'726 CHF | 250'726 CHF | 99.98% | 99.98% |