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% | 101.25 % | 102.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'551 CHF | 255'584 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.20 % | 102.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'066 CHF | 255'091 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.11 % | 101.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'757 CHF | 254'782 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.04 % | 101.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'387 CHF | 254'412 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.95 % | 101.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'488 CHF | 254'513 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.89 % | 101.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'322 CHF | 254'347 CHF | 99.01% | 99.01% |
05.07.2024 | 0.80% | 100.79 % | 101.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'210 CHF | 254'235 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.88 % | 101.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'116 CHF | 254'141 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.83 % | 101.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'115 CHF | 254'140 CHF | 99.85% | 99.85% |
02.07.2024 | 0.80% | 100.78 % | 101.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'734 CHF | 253'759 CHF | 100.00% | 100.00% |