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% | 100.53 % | 101.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'268 CHF | 254'295 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.07 % | 102.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'720 CHF | 256'770 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.48 % | 102.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'888 CHF | 254'918 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.62 % | 101.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'455 CHF | 253'480 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.19 % | 100.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'533 CHF | 253'557 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.66 % | 101.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'911 CHF | 253'936 CHF | 99.72% | 99.72% |
05.07.2024 | 0.80% | 100.91 % | 101.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'068 CHF | 254'093 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.61 % | 101.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'019 CHF | 253'039 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 99.76 % | 100.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'514 CHF | 249'514 CHF | 99.66% | 99.66% |
02.07.2024 | 0.80% | 99.13 % | 99.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'162 CHF | 250'162 CHF | 100.00% | 100.00% |