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% | 99.40 % | 100.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'586 CHF | 250'586 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 99.50 % | 100.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'517 CHF | 250'517 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 99.51 % | 100.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'897 CHF | 250'897 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 99.53 % | 100.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'632 CHF | 250'632 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.37 % | 100.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'611 CHF | 250'611 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 99.50 % | 100.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'820 CHF | 250'820 CHF | 99.08% | 99.08% |
05.07.2024 | 0.80% | 99.48 % | 100.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'765 CHF | 250'765 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.43 % | 100.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'600 CHF | 250'600 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 99.32 % | 100.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'259 CHF | 250'259 CHF | 99.60% | 99.60% |
02.07.2024 | 0.80% | 99.08 % | 99.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'531 CHF | 249'531 CHF | 100.00% | 100.00% |