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% | 101.43 % | 102.24 % | 240'000 | 250'000 | 240'293 | 250'000 | 243'849 CHF | 255'735 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.35 % | 102.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'372 CHF | 255'397 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.37 % | 102.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'385 CHF | 255'410 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.19 % | 102.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'935 CHF | 254'960 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.07 % | 101.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'685 CHF | 254'710 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.06 % | 101.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'772 CHF | 254'797 CHF | 99.79% | 99.79% |
05.07.2024 | 0.80% | 101.09 % | 101.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'924 CHF | 254'949 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.15 % | 101.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'873 CHF | 254'898 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.14 % | 101.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'922 CHF | 254'947 CHF | 99.80% | 99.80% |
02.07.2024 | 0.80% | 101.13 % | 101.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'678 CHF | 254'703 CHF | 100.00% | 100.00% |