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% | 100.06 % | 100.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'262 CHF | 252'262 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.33 % | 101.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'740 CHF | 252'760 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.22 % | 101.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'048 CHF | 252'051 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.24 % | 103.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'334 CHF | 257'384 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.83 % | 102.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'137 CHF | 257'187 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.12 % | 102.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'397 CHF | 257'447 CHF | 99.60% | 99.60% |
05.07.2024 | 0.80% | 102.35 % | 103.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'529 CHF | 257'579 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.91 % | 102.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'649 CHF | 256'699 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.74 % | 102.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'878 CHF | 255'926 CHF | 99.79% | 99.79% |
02.07.2024 | 0.80% | 101.45 % | 102.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'383 CHF | 255'410 CHF | 100.00% | 100.00% |