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% | 101.10 % | 101.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'747 CHF | 254'772 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.07 % | 101.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'680 CHF | 254'705 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.08 % | 101.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'657 CHF | 254'682 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.05 % | 101.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'622 CHF | 254'647 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.01 % | 101.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'550 CHF | 254'575 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.01 % | 101.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'525 CHF | 254'550 CHF | 99.25% | 99.25% |
05.07.2024 | 0.80% | 100.96 % | 101.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'439 CHF | 254'464 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.98 % | 101.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'450 CHF | 254'475 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.92 % | 101.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'288 CHF | 254'313 CHF | 99.80% | 99.80% |
02.07.2024 | 0.80% | 100.95 % | 101.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'360 CHF | 254'385 CHF | 100.00% | 100.00% |