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% | 101.88 % | 102.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'996 CHF | 257'046 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.11 % | 102.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'818 CHF | 256'868 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.59 % | 102.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'773 CHF | 255'814 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.20 % | 102.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'764 CHF | 254'789 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.97 % | 101.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'965 CHF | 254'992 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.20 % | 102.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'623 CHF | 255'655 CHF | 99.82% | 99.82% |
05.07.2024 | 0.80% | 101.38 % | 102.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'700 CHF | 255'744 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.47 % | 102.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'751 CHF | 255'791 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.62 % | 102.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'666 CHF | 255'712 CHF | 99.90% | 99.90% |
02.07.2024 | 0.80% | 100.90 % | 101.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'620 CHF | 253'645 CHF | 100.00% | 100.00% |