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% | 101.07 % | 101.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'208 CHF | 255'233 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.09 % | 101.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'868 CHF | 254'893 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.16 % | 101.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'761 CHF | 254'786 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.95 % | 101.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'384 CHF | 254'409 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.90 % | 101.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'420 CHF | 254'445 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.90 % | 101.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'531 CHF | 254'556 CHF | 99.09% | 99.09% |
05.07.2024 | 0.80% | 100.92 % | 101.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'354 CHF | 254'379 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.90 % | 101.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'183 CHF | 254'208 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.70 % | 101.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'869 CHF | 253'894 CHF | 99.94% | 99.94% |
02.07.2024 | 0.80% | 100.73 % | 101.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'327 CHF | 253'352 CHF | 100.00% | 100.00% |