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% | 101.91 % | 102.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'775 CHF | 256'825 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.87 % | 102.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'746 CHF | 256'796 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.85 % | 102.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'569 CHF | 256'619 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.69 % | 102.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'169 CHF | 256'219 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.57 % | 102.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'198 CHF | 256'248 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.43 % | 102.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'688 CHF | 255'734 CHF | 99.07% | 99.07% |
05.07.2024 | 0.80% | 101.31 % | 102.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'347 CHF | 255'372 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.26 % | 102.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'142 CHF | 255'167 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.13 % | 101.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'909 CHF | 254'934 CHF | 99.92% | 99.92% |
02.07.2024 | 0.80% | 100.70 % | 101.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'312 CHF | 253'337 CHF | 100.00% | 100.00% |