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% | 101.82 % | 102.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'750 CHF | 256'800 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.85 % | 102.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'529 CHF | 256'579 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.83 % | 102.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'543 CHF | 256'593 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.76 % | 102.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'364 CHF | 256'414 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.66 % | 102.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'306 CHF | 256'356 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.66 % | 102.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'220 CHF | 256'270 CHF | 99.79% | 99.79% |
05.07.2024 | 0.80% | 101.68 % | 102.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'275 CHF | 256'325 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.71 % | 102.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'332 CHF | 256'382 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.67 % | 102.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'125 CHF | 256'175 CHF | 99.75% | 99.75% |
02.07.2024 | 0.80% | 101.52 % | 102.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'780 CHF | 255'830 CHF | 100.00% | 100.00% |