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% | 101.31 % | 102.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'414 CHF | 255'439 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.33 % | 102.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'363 CHF | 255'388 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.34 % | 102.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'280 CHF | 255'305 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.25 % | 102.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'125 CHF | 255'150 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.23 % | 102.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'094 CHF | 255'119 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.21 % | 102.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'145 CHF | 255'170 CHF | 99.83% | 99.83% |
05.07.2024 | 0.80% | 101.21 % | 102.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'021 CHF | 255'046 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.19 % | 102.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'953 CHF | 254'978 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.05 % | 101.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'690 CHF | 254'715 CHF | 99.59% | 99.59% |
02.07.2024 | 0.80% | 101.03 % | 101.84 % | 249'000 | 250'000 | 249'202 | 250'000 | 251'568 CHF | 254'398 CHF | 100.00% | 100.00% |