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% | 100.77 % | 101.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'247 CHF | 254'272 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.92 % | 101.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'195 CHF | 254'220 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.90 % | 101.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'876 CHF | 253'901 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.59 % | 101.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'351 CHF | 253'376 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.47 % | 101.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'455 CHF | 253'480 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.56 % | 101.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'415 CHF | 253'440 CHF | 99.34% | 99.34% |
05.07.2024 | 0.80% | 100.51 % | 101.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'399 CHF | 253'424 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.47 % | 101.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'158 CHF | 253'183 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.31 % | 101.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'638 CHF | 252'660 CHF | 99.65% | 99.65% |
02.07.2024 | 0.80% | 100.13 % | 100.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'136 CHF | 252'137 CHF | 100.00% | 100.00% |