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% | 99.33 % | 100.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'950 CHF | 250'950 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.44 % | 101.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'536 CHF | 252'544 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 99.88 % | 100.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'351 CHF | 251'351 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 99.43 % | 100.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'961 CHF | 249'961 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.14 % | 99.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'470 CHF | 250'470 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 99.42 % | 100.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'060 CHF | 251'060 CHF | 99.35% | 99.35% |
05.07.2024 | 0.80% | 99.98 % | 100.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'402 CHF | 252'410 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.07 % | 100.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'076 CHF | 252'077 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.06 % | 100.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'050 CHF | 252'050 CHF | 99.81% | 99.81% |
02.07.2024 | 0.80% | 99.64 % | 100.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'145 CHF | 251'145 CHF | 100.00% | 100.00% |