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% | 99.68 % | 100.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'490 CHF | 252'506 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.88 % | 101.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'588 CHF | 253'613 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.10 % | 101.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'684 CHF | 254'710 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.56 % | 101.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'615 CHF | 252'630 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 98.93 % | 99.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'344 CHF | 250'344 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.03 % | 100.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'657 CHF | 252'671 CHF | 99.45% | 99.45% |
05.07.2024 | 0.80% | 99.91 % | 100.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'610 CHF | 251'610 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.85 % | 100.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'370 CHF | 251'370 CHF | 100.00% | 100.00% |
03.07.2024 | 0.81% | 99.45 % | 100.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'215 CHF | 249'215 CHF | 99.78% | 99.78% |
02.07.2024 | 0.81% | 99.23 % | 100.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'834 CHF | 248'834 CHF | 100.00% | 100.00% |