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% | 100.47 % | 101.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'677 CHF | 253'702 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.46 % | 101.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'115 CHF | 253'140 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.32 % | 101.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'636 CHF | 252'655 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 99.94 % | 100.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'081 CHF | 252'087 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.91 % | 100.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'792 CHF | 251'792 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.08 % | 100.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'105 CHF | 252'105 CHF | 99.33% | 99.33% |
05.07.2024 | 0.80% | 100.00 % | 100.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'322 CHF | 252'326 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.43 % | 101.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'031 CHF | 253'054 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.13 % | 100.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'103 CHF | 252'103 CHF | 99.96% | 99.96% |
02.07.2024 | 0.80% | 99.58 % | 100.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'826 CHF | 250'826 CHF | 100.00% | 100.00% |