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% | 101.10 % | 101.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'003 CHF | 255'028 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.18 % | 101.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'787 CHF | 254'812 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.01 % | 101.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'374 CHF | 254'399 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.84 % | 101.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'936 CHF | 253'961 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.70 % | 101.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'888 CHF | 253'913 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.68 % | 101.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'721 CHF | 253'746 CHF | 99.25% | 99.25% |
05.07.2024 | 0.80% | 100.67 % | 101.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'768 CHF | 253'793 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.64 % | 101.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'576 CHF | 253'601 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.63 % | 101.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'455 CHF | 253'480 CHF | 99.69% | 99.69% |
02.07.2024 | 0.80% | 100.62 % | 101.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'353 CHF | 253'378 CHF | 100.00% | 100.00% |