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% | 101.78 % | 102.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'671 CHF | 256'721 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.88 % | 102.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'639 CHF | 256'689 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.85 % | 102.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'589 CHF | 256'639 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.75 % | 102.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'345 CHF | 256'395 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.69 % | 102.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'381 CHF | 256'431 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.83 % | 102.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'469 CHF | 256'519 CHF | 99.75% | 99.75% |
05.07.2024 | 0.80% | 101.72 % | 102.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'387 CHF | 256'437 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.62 % | 102.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'093 CHF | 256'143 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.60 % | 102.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'029 CHF | 256'079 CHF | 99.96% | 99.96% |
02.07.2024 | 0.80% | 101.49 % | 102.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'661 CHF | 255'694 CHF | 100.00% | 100.00% |