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% | 101.90 % | 102.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'796 CHF | 256'846 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.89 % | 102.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'728 CHF | 256'778 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.86 % | 102.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'661 CHF | 256'711 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.74 % | 102.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'343 CHF | 256'393 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.71 % | 102.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'408 CHF | 256'458 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.70 % | 102.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'272 CHF | 256'322 CHF | 99.63% | 99.63% |
05.07.2024 | 0.80% | 101.59 % | 102.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'109 CHF | 256'159 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.64 % | 102.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'034 CHF | 256'084 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.59 % | 102.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'005 CHF | 256'055 CHF | 99.67% | 99.67% |
02.07.2024 | 0.80% | 101.44 % | 102.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'604 CHF | 255'631 CHF | 100.00% | 100.00% |