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% | 101.66 % | 102.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'169 CHF | 256'219 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.51 % | 102.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'739 CHF | 255'789 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.50 % | 102.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'793 CHF | 255'843 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.49 % | 102.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'668 CHF | 255'701 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.46 % | 102.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'738 CHF | 255'785 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.49 % | 102.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'714 CHF | 255'760 CHF | 99.13% | 99.13% |
05.07.2024 | 0.80% | 101.41 % | 102.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'624 CHF | 255'651 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.38 % | 102.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'479 CHF | 255'504 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.39 % | 102.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'469 CHF | 255'494 CHF | 99.77% | 99.77% |
02.07.2024 | 0.80% | 101.30 % | 102.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'197 CHF | 255'222 CHF | 100.00% | 100.00% |