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% | 101.45 % | 102.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'667 CHF | 255'710 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.45 % | 102.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'594 CHF | 255'619 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.41 % | 102.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'496 CHF | 255'521 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.36 % | 102.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'398 CHF | 255'423 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.33 % | 102.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'358 CHF | 255'383 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.33 % | 102.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'325 CHF | 255'350 CHF | 99.46% | 99.46% |
05.07.2024 | 0.80% | 101.33 % | 102.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'308 CHF | 255'333 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.31 % | 102.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'261 CHF | 255'286 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.30 % | 102.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'200 CHF | 255'225 CHF | 99.67% | 99.67% |
02.07.2024 | 0.80% | 101.28 % | 102.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'192 CHF | 255'217 CHF | 100.00% | 100.00% |