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% | 99.87 % | 100.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'098 CHF | 252'098 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.13 % | 100.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'182 CHF | 252'183 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.65 % | 101.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'619 CHF | 253'644 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.61 % | 101.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'170 CHF | 253'195 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.42 % | 101.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'021 CHF | 253'045 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.37 % | 101.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'057 CHF | 253'082 CHF | 99.82% | 99.82% |
05.07.2024 | 0.80% | 100.28 % | 101.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'907 CHF | 252'930 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.47 % | 101.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'235 CHF | 253'260 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.44 % | 101.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'714 CHF | 252'734 CHF | 99.60% | 99.60% |
02.07.2024 | 0.80% | 99.47 % | 100.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'177 CHF | 250'177 CHF | 100.00% | 100.00% |