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% | 100.39 % | 101.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'720 CHF | 253'745 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.71 % | 101.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'719 CHF | 253'744 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.78 % | 101.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'559 CHF | 253'584 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.37 % | 101.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'233 CHF | 253'258 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.58 % | 101.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'547 CHF | 253'572 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.52 % | 101.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'428 CHF | 253'453 CHF | 99.43% | 99.43% |
05.07.2024 | 0.80% | 100.68 % | 101.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'843 CHF | 253'868 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.68 % | 101.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'706 CHF | 253'731 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.50 % | 101.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'335 CHF | 253'360 CHF | 99.95% | 99.95% |
02.07.2024 | 0.80% | 100.31 % | 101.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'684 CHF | 252'705 CHF | 100.00% | 100.00% |