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% | 100.08 % | 100.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'077 CHF | 252'077 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.02 % | 100.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'514 CHF | 251'514 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 99.63 % | 100.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'734 CHF | 250'734 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 99.17 % | 99.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'781 CHF | 249'781 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.03 % | 99.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'223 CHF | 250'223 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 99.50 % | 100.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'650 CHF | 250'650 CHF | 99.81% | 99.81% |
05.07.2024 | 0.80% | 99.25 % | 100.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'656 CHF | 250'656 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.40 % | 100.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'362 CHF | 250'362 CHF | 100.00% | 100.00% |
03.07.2024 | 0.81% | 99.23 % | 100.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'445 CHF | 249'445 CHF | 99.81% | 99.81% |
02.07.2024 | 0.81% | 98.56 % | 99.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'924 CHF | 247'924 CHF | 100.00% | 100.00% |