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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.80% | 101.17 % | 101.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'901 CHF | 254'926 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.11 % | 101.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'765 CHF | 254'790 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.07 % | 101.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'515 CHF | 254'540 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.95 % | 101.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'467 CHF | 254'492 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.97 % | 101.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'429 CHF | 254'454 CHF | 99.36% | 99.36% |
05.07.2024 | 0.80% | 100.91 % | 101.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'453 CHF | 254'478 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.96 % | 101.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'374 CHF | 254'399 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.99 % | 101.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'456 CHF | 254'481 CHF | 99.83% | 99.83% |
02.07.2024 | 0.80% | 101.06 % | 101.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'546 CHF | 254'571 CHF | 100.00% | 100.00% |
01.07.2024 | 0.80% | 101.04 % | 101.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'605 CHF | 254'630 CHF | 100.00% | 100.00% |