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% | 101.57 % | 102.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'925 CHF | 255'975 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.65 % | 102.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'125 CHF | 256'175 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.64 % | 102.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'100 CHF | 256'150 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.63 % | 102.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'075 CHF | 256'125 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.63 % | 102.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'075 CHF | 256'125 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.62 % | 102.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'050 CHF | 256'100 CHF | 99.27% | 99.27% |
05.07.2024 | 0.80% | 101.62 % | 102.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'050 CHF | 256'100 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.62 % | 102.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'050 CHF | 256'100 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.61 % | 102.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'025 CHF | 256'075 CHF | 99.96% | 99.96% |
02.07.2024 | 0.80% | 101.60 % | 102.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'000 CHF | 256'050 CHF | 100.00% | 100.00% |