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% | 100.14 % | 100.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'564 CHF | 252'578 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.23 % | 101.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'502 CHF | 252'513 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.04 % | 100.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'958 CHF | 251'958 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 99.56 % | 100.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'563 CHF | 250'563 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.38 % | 100.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'754 CHF | 250'754 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 99.34 % | 100.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'550 CHF | 250'550 CHF | 99.75% | 99.75% |
05.07.2024 | 0.80% | 99.29 % | 100.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'528 CHF | 250'528 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.44 % | 100.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'634 CHF | 250'634 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 99.40 % | 100.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'363 CHF | 250'363 CHF | 99.76% | 99.76% |
02.07.2024 | 0.81% | 98.80 % | 99.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'311 CHF | 248'311 CHF | 100.00% | 100.00% |