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% | 101.72 % | 102.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'563 CHF | 256'613 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.77 % | 102.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'426 CHF | 256'476 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.77 % | 102.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'499 CHF | 256'549 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.53 % | 102.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'620 CHF | 255'659 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.33 % | 102.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'284 CHF | 255'309 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.32 % | 102.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'536 CHF | 255'567 CHF | 99.11% | 99.11% |
05.07.2024 | 0.80% | 101.34 % | 102.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'608 CHF | 255'647 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.41 % | 102.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'525 CHF | 255'553 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.41 % | 102.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'484 CHF | 255'509 CHF | 99.83% | 99.83% |
02.07.2024 | 0.80% | 101.23 % | 102.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'798 CHF | 254'823 CHF | 100.00% | 100.00% |