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% | 101.42 % | 102.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'960 CHF | 256'009 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.42 % | 102.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'555 CHF | 255'585 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.31 % | 102.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'284 CHF | 255'309 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.23 % | 102.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'844 CHF | 254'868 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.02 % | 101.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'767 CHF | 254'792 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.07 % | 101.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'785 CHF | 254'810 CHF | 99.22% | 99.22% |
05.07.2024 | 0.80% | 101.02 % | 101.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'951 CHF | 254'976 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.10 % | 101.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'746 CHF | 254'772 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.15 % | 101.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'951 CHF | 254'976 CHF | 99.79% | 99.79% |
02.07.2024 | 0.80% | 101.13 % | 101.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'637 CHF | 254'662 CHF | 100.00% | 100.00% |