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% | 100.33 % | 101.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'871 CHF | 253'896 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.27 % | 102.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'858 CHF | 254'884 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.12 % | 101.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'429 CHF | 254'454 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.44 % | 101.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'832 CHF | 252'857 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.39 % | 101.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'438 CHF | 253'463 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.32 % | 101.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'613 CHF | 252'627 CHF | 99.61% | 99.61% |
05.07.2024 | 0.80% | 100.33 % | 101.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'075 CHF | 253'100 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.54 % | 101.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'180 CHF | 253'205 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.47 % | 101.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'826 CHF | 252'847 CHF | 99.64% | 99.64% |
02.07.2024 | 0.80% | 99.87 % | 100.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'330 CHF | 251'330 CHF | 100.00% | 100.00% |