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% | 101.13 % | 101.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'745 CHF | 254'770 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.06 % | 101.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'433 CHF | 254'458 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.91 % | 101.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'192 CHF | 254'217 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.64 % | 101.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'553 CHF | 253'578 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.35 % | 101.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'197 CHF | 253'222 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.77 % | 101.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'763 CHF | 253'788 CHF | 99.24% | 99.24% |
05.07.2024 | 0.80% | 100.53 % | 101.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'131 CHF | 253'156 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.32 % | 101.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'013 CHF | 253'037 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.25 % | 101.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'351 CHF | 252'356 CHF | 99.61% | 99.61% |
02.07.2024 | 0.80% | 100.18 % | 100.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'043 CHF | 252'047 CHF | 100.00% | 100.00% |