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% | 100.97 % | 101.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'946 CHF | 254'976 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.22 % | 102.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'876 CHF | 254'901 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.10 % | 101.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'663 CHF | 254'688 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.85 % | 101.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'160 CHF | 254'185 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.88 % | 101.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'524 CHF | 254'549 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.07 % | 101.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'770 CHF | 254'795 CHF | 99.59% | 99.59% |
05.07.2024 | 0.80% | 101.15 % | 101.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'172 CHF | 255'197 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.12 % | 101.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'724 CHF | 254'749 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.03 % | 101.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'460 CHF | 254'485 CHF | 99.59% | 99.59% |
02.07.2024 | 0.80% | 100.72 % | 101.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'697 CHF | 253'722 CHF | 100.00% | 100.00% |