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% | 101.80 % | 102.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'707 CHF | 256'757 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.77 % | 102.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'430 CHF | 256'480 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.69 % | 102.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'176 CHF | 256'226 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.55 % | 102.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'759 CHF | 255'802 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.32 % | 102.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'472 CHF | 255'503 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.41 % | 102.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'539 CHF | 255'565 CHF | 99.08% | 99.08% |
05.07.2024 | 0.80% | 101.16 % | 101.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'072 CHF | 255'097 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.11 % | 101.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'843 CHF | 254'868 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.06 % | 101.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'603 CHF | 254'628 CHF | 99.91% | 99.91% |
02.07.2024 | 0.80% | 100.96 % | 101.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'799 CHF | 253'824 CHF | 100.00% | 100.00% |