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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.80% | 101.08 % | 101.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'076 CHF | 254'101 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.66 % | 101.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'603 CHF | 253'628 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.48 % | 101.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'564 CHF | 252'579 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.10 % | 100.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'009 CHF | 253'030 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.55 % | 101.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'461 CHF | 253'486 CHF | 99.38% | 99.38% |
05.07.2024 | 0.80% | 100.43 % | 101.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'569 CHF | 253'594 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.47 % | 101.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'115 CHF | 253'140 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.30 % | 101.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'626 CHF | 252'644 CHF | 99.95% | 99.95% |
02.07.2024 | 0.80% | 99.86 % | 100.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'265 CHF | 251'265 CHF | 100.00% | 100.00% |
01.07.2024 | 0.80% | 100.08 % | 100.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'306 CHF | 252'311 CHF | 100.00% | 100.00% |