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% | 101.35 % | 102.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'504 CHF | 255'532 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.34 % | 102.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'313 CHF | 255'338 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.26 % | 102.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'173 CHF | 255'198 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.25 % | 102.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'065 CHF | 255'090 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.14 % | 101.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'903 CHF | 254'928 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.05 % | 101.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'766 CHF | 254'791 CHF | 99.85% | 99.85% |
05.07.2024 | 0.80% | 101.02 % | 101.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'521 CHF | 254'546 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.07 % | 101.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'599 CHF | 254'624 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.96 % | 101.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'398 CHF | 254'423 CHF | 99.68% | 99.68% |
02.07.2024 | 0.80% | 100.89 % | 101.70 % | 249'000 | 250'000 | 249'216 | 250'000 | 251'375 CHF | 254'190 CHF | 100.00% | 100.00% |