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% | 101.05 % | 101.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'625 CHF | 254'650 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.03 % | 101.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'575 CHF | 254'600 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.03 % | 101.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'575 CHF | 254'600 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.00 % | 101.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'439 CHF | 254'464 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.94 % | 101.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'410 CHF | 254'435 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.93 % | 101.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'260 CHF | 254'285 CHF | 99.16% | 99.16% |
05.07.2024 | 0.80% | 100.77 % | 101.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'108 CHF | 254'133 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.84 % | 101.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'109 CHF | 254'134 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.88 % | 101.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'271 CHF | 254'296 CHF | 99.84% | 99.84% |
02.07.2024 | 0.80% | 100.88 % | 101.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'160 CHF | 254'185 CHF | 100.00% | 100.00% |