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% | 101.18 % | 101.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'208 CHF | 255'236 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.65 % | 102.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'440 CHF | 255'469 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.11 % | 101.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'446 CHF | 254'471 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.90 % | 101.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'932 CHF | 253'957 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.61 % | 101.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'824 CHF | 253'849 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.81 % | 101.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'029 CHF | 254'054 CHF | 99.59% | 99.59% |
05.07.2024 | 0.80% | 100.66 % | 101.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'019 CHF | 254'044 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.12 % | 101.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'472 CHF | 254'497 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.21 % | 101.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'529 CHF | 252'543 CHF | 99.67% | 99.67% |
02.07.2024 | 0.80% | 101.89 % | 102.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'067 CHF | 256'114 CHF | 100.00% | 100.00% |