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% | 101.05 % | 101.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'595 CHF | 254'620 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.06 % | 101.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'663 CHF | 254'688 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.12 % | 101.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'629 CHF | 254'654 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.01 % | 101.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'467 CHF | 254'492 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.14 % | 101.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'858 CHF | 254'883 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.15 % | 101.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'817 CHF | 254'842 CHF | 99.61% | 99.61% |
05.07.2024 | 0.80% | 101.26 % | 102.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'122 CHF | 255'147 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.23 % | 102.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'876 CHF | 254'901 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.16 % | 101.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'784 CHF | 254'809 CHF | 99.78% | 99.78% |
02.07.2024 | 0.80% | 101.16 % | 101.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'878 CHF | 254'903 CHF | 100.00% | 100.00% |