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% | 101.68 % | 102.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'051 CHF | 257'101 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.05 % | 102.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'793 CHF | 256'843 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.68 % | 102.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'850 CHF | 255'896 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.02 % | 101.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'688 CHF | 253'713 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.45 % | 101.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'103 CHF | 254'128 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.61 % | 101.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'494 CHF | 253'519 CHF | 99.38% | 99.38% |
05.07.2024 | 0.80% | 100.45 % | 101.26 % | 250'000 | 200'000 | 250'000 | 216'805 | 251'773 CHF | 220'111 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.68 % | 101.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'562 CHF | 253'587 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.43 % | 101.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'048 CHF | 253'073 CHF | 99.83% | 99.83% |
02.07.2024 | 0.80% | 100.29 % | 101.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'252 CHF | 252'257 CHF | 100.00% | 100.00% |