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% | 101.99 % | 102.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'986 CHF | 257'036 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.81 % | 102.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'541 CHF | 256'591 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.86 % | 102.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'635 CHF | 256'685 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.66 % | 102.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'023 CHF | 256'073 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.53 % | 102.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'816 CHF | 255'864 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.48 % | 102.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'889 CHF | 255'939 CHF | 99.37% | 99.37% |
05.07.2024 | 0.80% | 101.56 % | 102.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'932 CHF | 255'982 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.44 % | 102.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'596 CHF | 255'623 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.33 % | 102.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'370 CHF | 255'399 CHF | 99.86% | 99.86% |
02.07.2024 | 0.80% | 101.31 % | 102.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'005 CHF | 255'030 CHF | 100.00% | 100.00% |