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% | 100.05 % | 100.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'468 CHF | 252'477 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.40 % | 101.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'665 CHF | 252'684 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.30 % | 101.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'140 CHF | 252'144 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 99.95 % | 100.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'896 CHF | 251'896 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.79 % | 100.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'207 CHF | 252'209 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.21 % | 101.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'603 CHF | 252'620 CHF | 99.51% | 99.51% |
05.07.2024 | 0.80% | 100.41 % | 101.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'169 CHF | 253'194 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.40 % | 101.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'104 CHF | 253'129 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.26 % | 101.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'254 CHF | 252'255 CHF | 99.81% | 99.81% |
02.07.2024 | 0.80% | 99.73 % | 100.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'319 CHF | 251'319 CHF | 100.00% | 100.00% |