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 | 253'012 CHF | 255'037 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.24 % | 102.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'829 CHF | 254'854 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.09 % | 101.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'607 CHF | 254'632 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.94 % | 101.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'263 CHF | 254'288 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.72 % | 101.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'048 CHF | 254'073 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.86 % | 101.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'101 CHF | 254'126 CHF | 99.60% | 99.60% |
05.07.2024 | 0.80% | 100.58 % | 101.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'981 CHF | 254'006 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.73 % | 101.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'871 CHF | 253'896 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.71 % | 101.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'717 CHF | 253'742 CHF | 99.83% | 99.83% |
02.07.2024 | 0.80% | 100.52 % | 101.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'305 CHF | 253'330 CHF | 100.00% | 100.00% |