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% | 101.74 % | 102.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'581 CHF | 256'631 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.89 % | 102.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'499 CHF | 256'549 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.65 % | 102.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'052 CHF | 256'102 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.52 % | 102.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'514 CHF | 255'539 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.38 % | 102.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'505 CHF | 255'532 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.29 % | 102.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'257 CHF | 255'282 CHF | 99.48% | 99.48% |
05.07.2024 | 0.80% | 101.29 % | 102.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'467 CHF | 255'492 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.31 % | 102.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'240 CHF | 255'265 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.35 % | 102.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'331 CHF | 255'356 CHF | 99.75% | 99.75% |
02.07.2024 | 0.80% | 101.37 % | 102.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'233 CHF | 255'258 CHF | 100.00% | 100.00% |