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% | 101.55 % | 102.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'973 CHF | 256'023 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.54 % | 102.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'828 CHF | 255'878 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.50 % | 102.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'746 CHF | 255'796 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.47 % | 102.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'665 CHF | 255'707 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.46 % | 102.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'666 CHF | 255'708 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.47 % | 102.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'646 CHF | 255'675 CHF | 99.89% | 99.89% |
05.07.2024 | 0.80% | 101.43 % | 102.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'648 CHF | 255'673 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.44 % | 102.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'588 CHF | 255'613 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.41 % | 102.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'525 CHF | 255'550 CHF | 99.97% | 99.97% |
02.07.2024 | 0.80% | 101.38 % | 102.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'437 CHF | 255'462 CHF | 100.00% | 100.00% |