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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.80% | 101.53 % | 102.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'685 CHF | 255'725 CHF | 100.00% | 100.00% |
24.07.2024 | 0.80% | 101.48 % | 102.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'712 CHF | 255'755 CHF | 100.00% | 100.00% |
23.07.2024 | 0.80% | 101.44 % | 102.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'737 CHF | 255'784 CHF | 100.00% | 100.00% |
22.07.2024 | 0.80% | 101.38 % | 102.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'372 CHF | 255'397 CHF | 100.00% | 100.00% |
19.07.2024 | 0.80% | 101.10 % | 101.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'855 CHF | 254'880 CHF | 99.73% | 99.73% |
18.07.2024 | 0.80% | 101.19 % | 102.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'163 CHF | 255'188 CHF | 100.00% | 100.00% |
17.07.2024 | 0.80% | 101.24 % | 102.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'076 CHF | 255'101 CHF | 100.00% | 100.00% |
16.07.2024 | 0.80% | 101.27 % | 102.08 % | 225'000 | 250'000 | 232'301 | 250'000 | 235'292 CHF | 255'239 CHF | 100.00% | 100.00% |
15.07.2024 | 0.80% | 101.03 % | 101.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'951 CHF | 254'976 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.17 % | 101.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'914 CHF | 254'939 CHF | 100.00% | 100.00% |