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% | 100.64 % | 101.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'308 CHF | 258'368 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.80 % | 103.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'773 CHF | 256'820 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.89 % | 102.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'709 CHF | 255'747 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.05 % | 101.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'919 CHF | 252'940 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.73 % | 100.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'208 CHF | 254'234 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 99.81 % | 100.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'681 CHF | 252'696 CHF | 99.63% | 99.63% |
05.07.2024 | 0.80% | 100.49 % | 101.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'323 CHF | 255'359 CHF | 99.98% | 99.98% |
04.07.2024 | 0.80% | 102.50 % | 103.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'026 CHF | 258'082 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.31 % | 103.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'439 CHF | 256'482 CHF | 99.65% | 99.65% |
02.07.2024 | 0.80% | 102.07 % | 102.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'481 CHF | 254'511 CHF | 100.00% | 100.00% |