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% | 101.97 % | 102.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'963 CHF | 257'013 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.93 % | 102.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'825 CHF | 256'875 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.93 % | 102.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'772 CHF | 256'822 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.88 % | 102.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'651 CHF | 256'701 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.86 % | 102.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'651 CHF | 256'701 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.84 % | 102.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'619 CHF | 256'669 CHF | 98.96% | 98.96% |
05.07.2024 | 0.80% | 101.77 % | 102.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'426 CHF | 256'476 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.78 % | 102.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'435 CHF | 256'485 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.73 % | 102.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'309 CHF | 256'359 CHF | 99.94% | 99.94% |
02.07.2024 | 0.80% | 101.67 % | 102.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'154 CHF | 256'204 CHF | 100.00% | 100.00% |