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% | 101.47 % | 102.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'659 CHF | 255'698 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.51 % | 102.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'691 CHF | 255'727 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.40 % | 102.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'242 CHF | 255'267 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.29 % | 102.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'239 CHF | 255'264 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.17 % | 101.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'184 CHF | 255'209 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.41 % | 102.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'479 CHF | 255'507 CHF | 99.23% | 99.23% |
05.07.2024 | 0.80% | 101.39 % | 102.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'476 CHF | 255'502 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.20 % | 102.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'585 CHF | 254'611 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 99.89 % | 100.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'147 CHF | 251'147 CHF | 99.66% | 99.66% |
02.07.2024 | 0.81% | 98.89 % | 99.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'999 CHF | 248'999 CHF | 100.00% | 100.00% |