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% | 101.45 % | 102.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'724 CHF | 255'761 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.43 % | 102.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'388 CHF | 255'412 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.14 % | 101.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'810 CHF | 254'835 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.15 % | 101.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'536 CHF | 254'561 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.07 % | 101.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'700 CHF | 254'725 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.05 % | 101.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'676 CHF | 254'701 CHF | 99.60% | 99.60% |
05.07.2024 | 0.80% | 100.94 % | 101.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'775 CHF | 254'800 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.09 % | 101.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'706 CHF | 254'731 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.96 % | 101.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'425 CHF | 254'450 CHF | 99.78% | 99.78% |
02.07.2024 | 0.80% | 100.63 % | 101.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'616 CHF | 253'641 CHF | 100.00% | 100.00% |