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% | 99.08 % | 99.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'789 CHF | 251'796 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.96 % | 101.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'529 CHF | 254'558 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.98 % | 102.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'307 CHF | 256'357 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.49 % | 102.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'256 CHF | 255'282 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.37 % | 102.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'200 CHF | 256'248 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.59 % | 102.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'407 CHF | 255'440 CHF | 99.67% | 99.67% |
05.07.2024 | 0.80% | 100.53 % | 101.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'268 CHF | 253'293 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.20 % | 101.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'649 CHF | 252'664 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.25 % | 101.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'523 CHF | 252'540 CHF | 99.90% | 99.90% |
02.07.2024 | 0.81% | 99.41 % | 100.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'194 CHF | 249'194 CHF | 100.00% | 100.00% |