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% | 101.82 % | 102.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'550 CHF | 256'600 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.82 % | 102.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'518 CHF | 256'568 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.74 % | 102.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'364 CHF | 256'414 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.71 % | 102.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'225 CHF | 256'275 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.60 % | 102.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'177 CHF | 256'227 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.60 % | 102.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'065 CHF | 256'115 CHF | 99.16% | 99.16% |
05.07.2024 | 0.80% | 101.51 % | 102.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'845 CHF | 255'895 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.52 % | 102.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'829 CHF | 255'879 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.48 % | 102.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'678 CHF | 255'723 CHF | 99.91% | 99.91% |
02.07.2024 | 0.80% | 101.42 % | 102.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'389 CHF | 255'414 CHF | 100.00% | 100.00% |