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% | 100.98 % | 101.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'831 CHF | 253'856 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.67 % | 101.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'308 CHF | 253'333 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.40 % | 101.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'982 CHF | 253'007 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.21 % | 101.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'909 CHF | 251'913 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.61 % | 100.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'447 CHF | 251'447 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 99.58 % | 100.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'495 CHF | 251'495 CHF | 99.67% | 99.67% |
05.07.2024 | 0.80% | 100.11 % | 100.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'716 CHF | 251'716 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.63 % | 100.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'099 CHF | 251'099 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 99.65 % | 100.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'650 CHF | 249'650 CHF | 99.58% | 99.58% |
02.07.2024 | 0.81% | 98.43 % | 99.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'144 CHF | 248'144 CHF | 100.00% | 100.00% |