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% | 101.28 % | 102.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'454 CHF | 255'489 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.31 % | 102.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'295 CHF | 255'320 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.29 % | 102.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'252 CHF | 255'277 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.23 % | 102.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'142 CHF | 255'167 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.13 % | 101.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'972 CHF | 254'997 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.23 % | 102.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'142 CHF | 255'167 CHF | 99.11% | 99.11% |
05.07.2024 | 0.80% | 101.15 % | 101.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'006 CHF | 255'031 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.18 % | 101.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'030 CHF | 255'055 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.09 % | 101.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'694 CHF | 254'719 CHF | 99.67% | 99.67% |
02.07.2024 | 0.80% | 100.99 % | 101.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'404 CHF | 254'429 CHF | 100.00% | 100.00% |