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% | 101.16 % | 101.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'493 CHF | 254'518 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.14 % | 101.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'450 CHF | 254'475 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.73 % | 101.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'504 CHF | 253'529 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.26 % | 101.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'378 CHF | 252'386 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.72 % | 100.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'928 CHF | 251'928 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 99.94 % | 100.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'423 CHF | 252'429 CHF | 99.28% | 99.28% |
05.07.2024 | 0.80% | 100.39 % | 101.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'896 CHF | 252'916 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.74 % | 100.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'683 CHF | 251'683 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 99.67 % | 100.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'060 CHF | 251'060 CHF | 99.06% | 99.06% |
02.07.2024 | 0.80% | 98.95 % | 99.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'798 CHF | 250'798 CHF | 100.00% | 100.00% |