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% | 101.78 % | 102.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'531 CHF | 256'581 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.87 % | 102.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'609 CHF | 256'659 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.84 % | 102.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'579 CHF | 256'629 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.80 % | 102.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'490 CHF | 256'540 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.76 % | 102.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'554 CHF | 256'604 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.85 % | 102.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'639 CHF | 256'689 CHF | 99.20% | 99.20% |
05.07.2024 | 0.80% | 101.84 % | 102.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'582 CHF | 256'632 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.81 % | 102.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'426 CHF | 256'476 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.64 % | 102.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'151 CHF | 256'201 CHF | 99.80% | 99.80% |
02.07.2024 | 0.80% | 101.59 % | 102.41 % | 249'000 | 250'000 | 249'051 | 250'000 | 252'941 CHF | 255'955 CHF | 100.00% | 100.00% |