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% | 101.38 % | 102.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'577 CHF | 255'609 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.30 % | 102.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'149 CHF | 255'174 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.24 % | 102.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'910 CHF | 254'935 CHF | 99.99% | 99.99% |
10.07.2024 | 0.80% | 101.02 % | 101.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'503 CHF | 254'528 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.94 % | 101.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'585 CHF | 254'610 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.10 % | 101.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'723 CHF | 254'748 CHF | 99.56% | 99.56% |
05.07.2024 | 0.80% | 101.00 % | 101.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'669 CHF | 254'694 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.99 % | 101.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'533 CHF | 254'558 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.88 % | 101.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'056 CHF | 254'081 CHF | 99.83% | 99.83% |
02.07.2024 | 0.80% | 100.57 % | 101.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'336 CHF | 253'361 CHF | 100.00% | 100.00% |