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% | 100.65 % | 101.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'984 CHF | 254'009 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.74 % | 102.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'433 CHF | 255'462 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.35 % | 102.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'395 CHF | 255'420 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.44 % | 102.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'600 CHF | 255'633 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.43 % | 102.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'989 CHF | 256'033 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.78 % | 102.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'605 CHF | 256'655 CHF | 99.14% | 99.14% |
05.07.2024 | 0.80% | 101.64 % | 102.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'746 CHF | 256'796 CHF | 100.00% | 100.00% |