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% | 101.71 % | 102.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'263 CHF | 256'313 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.69 % | 102.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'225 CHF | 256'275 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.63 % | 102.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'053 CHF | 256'103 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.57 % | 102.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'804 CHF | 255'854 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.49 % | 102.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'826 CHF | 255'876 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.46 % | 102.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'608 CHF | 255'635 CHF | 99.29% | 99.29% |
05.07.2024 | 0.80% | 101.33 % | 102.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'533 CHF | 255'559 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.41 % | 102.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'527 CHF | 255'552 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.45 % | 102.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'699 CHF | 255'743 CHF | 99.94% | 99.94% |
02.07.2024 | 0.80% | 101.48 % | 102.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'662 CHF | 255'702 CHF | 100.00% | 100.00% |