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% | 100.95 % | 101.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'278 CHF | 254'303 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.95 % | 101.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'281 CHF | 254'306 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.89 % | 101.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'230 CHF | 254'255 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.88 % | 101.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'137 CHF | 254'162 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.83 % | 101.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'087 CHF | 254'112 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.86 % | 101.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'095 CHF | 254'120 CHF | 99.27% | 99.27% |
05.07.2024 | 0.80% | 100.75 % | 101.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'949 CHF | 253'974 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.80 % | 101.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'033 CHF | 254'058 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.75 % | 101.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'844 CHF | 253'869 CHF | 99.91% | 99.91% |
02.07.2024 | 0.80% | 100.67 % | 101.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'526 CHF | 253'551 CHF | 100.00% | 100.00% |