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% | 99.80 % | 100.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'922 CHF | 251'922 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.64 % | 101.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'362 CHF | 253'387 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.43 % | 101.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'932 CHF | 252'957 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.18 % | 100.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'306 CHF | 252'306 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.13 % | 100.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'673 CHF | 252'694 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.24 % | 101.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'538 CHF | 252'550 CHF | 99.68% | 99.68% |
05.07.2024 | 0.80% | 100.03 % | 100.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'403 CHF | 252'404 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.13 % | 100.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'299 CHF | 252'299 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.02 % | 100.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'020 CHF | 252'020 CHF | 99.76% | 99.76% |
02.07.2024 | 0.80% | 99.78 % | 100.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'244 CHF | 251'244 CHF | 100.00% | 100.00% |