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% | 100.88 % | 101.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'289 CHF | 254'314 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.01 % | 101.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'756 CHF | 253'781 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.91 % | 101.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'681 CHF | 255'725 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.29 % | 102.10 % | 250'000 | 240'000 | 250'000 | 243'615 | 253'314 CHF | 248'816 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.26 % | 102.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'842 CHF | 254'867 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.93 % | 101.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'128 CHF | 254'153 CHF | 99.67% | 99.67% |
05.07.2024 | 0.80% | 100.84 % | 101.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'335 CHF | 254'360 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.91 % | 101.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'107 CHF | 254'132 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.61 % | 101.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'459 CHF | 252'461 CHF | 99.66% | 99.66% |
02.07.2024 | 0.80% | 99.85 % | 100.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'889 CHF | 251'889 CHF | 100.00% | 100.00% |