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% | 101.46 % | 102.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'210 CHF | 256'258 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.72 % | 102.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'180 CHF | 256'230 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.74 % | 102.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'524 CHF | 255'556 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.97 % | 101.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'008 CHF | 254'033 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.76 % | 101.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'709 CHF | 254'734 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.65 % | 101.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'706 CHF | 253'731 CHF | 99.82% | 99.82% |
05.07.2024 | 0.80% | 100.72 % | 101.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'905 CHF | 253'930 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.58 % | 101.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'240 CHF | 253'263 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.20 % | 101.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'516 CHF | 252'525 CHF | 99.67% | 99.67% |
02.07.2024 | 0.80% | 99.59 % | 100.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'450 CHF | 250'450 CHF | 100.00% | 100.00% |