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% | 99.89 % | 100.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'887 CHF | 251'887 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.27 % | 101.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'530 CHF | 252'541 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.26 % | 101.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'626 CHF | 252'641 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.13 % | 100.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'926 CHF | 251'927 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.90 % | 100.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'044 CHF | 252'044 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.03 % | 100.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'459 CHF | 251'459 CHF | 99.13% | 99.13% |
05.07.2024 | 0.80% | 99.55 % | 100.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'159 CHF | 252'164 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.12 % | 100.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'192 CHF | 252'192 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.16 % | 100.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'620 CHF | 251'620 CHF | 99.66% | 99.66% |
02.07.2024 | 0.80% | 99.79 % | 100.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'527 CHF | 250'527 CHF | 100.00% | 100.00% |