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% | 100.48 % | 101.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'353 CHF | 253'378 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.63 % | 101.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'381 CHF | 253'406 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.67 % | 101.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'390 CHF | 253'415 CHF | 99.93% | 99.93% |
10.07.2024 | 0.80% | 99.90 % | 100.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'179 CHF | 251'179 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.57 % | 100.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'843 CHF | 250'843 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 99.81 % | 100.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'838 CHF | 251'838 CHF | 99.23% | 99.23% |
05.07.2024 | 0.80% | 99.96 % | 100.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'306 CHF | 252'310 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.18 % | 100.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'548 CHF | 252'554 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.38 % | 101.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'345 CHF | 252'358 CHF | 99.76% | 99.76% |
02.07.2024 | 0.81% | 99.21 % | 100.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'283 CHF | 249'283 CHF | 100.00% | 100.00% |