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% | 101.90 % | 102.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'347 CHF | 256'395 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.61 % | 102.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'910 CHF | 255'953 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.13 % | 101.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'736 CHF | 255'780 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.74 % | 101.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'260 CHF | 255'293 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.43 % | 102.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'294 CHF | 255'326 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.12 % | 101.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'344 CHF | 254'369 CHF | 99.67% | 99.67% |
05.07.2024 | 0.80% | 100.59 % | 101.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'885 CHF | 253'910 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.67 % | 101.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'842 CHF | 253'867 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.60 % | 101.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'344 CHF | 254'369 CHF | 99.81% | 99.81% |
02.07.2024 | 0.80% | 100.49 % | 101.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'470 CHF | 253'495 CHF | 100.00% | 100.00% |