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% | 101.43 % | 102.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'575 CHF | 255'600 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.43 % | 102.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'575 CHF | 255'600 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.43 % | 102.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'575 CHF | 255'600 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.42 % | 102.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'550 CHF | 255'575 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.42 % | 102.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'550 CHF | 255'575 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.42 % | 102.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'508 CHF | 255'533 CHF | 99.70% | 99.70% |
05.07.2024 | 0.80% | 101.40 % | 102.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'509 CHF | 255'534 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.38 % | 102.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'448 CHF | 255'473 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.32 % | 102.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'301 CHF | 255'326 CHF | 99.92% | 99.92% |
02.07.2024 | 0.80% | 101.33 % | 102.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'300 CHF | 255'325 CHF | 100.00% | 100.00% |