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% | 101.98 % | 102.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'350 CHF | 256'400 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.93 % | 102.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'848 CHF | 254'873 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.06 % | 101.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'946 CHF | 255'990 CHF | 99.99% | 99.99% |
10.07.2024 | 0.80% | 101.37 % | 102.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'874 CHF | 255'914 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.94 % | 102.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'464 CHF | 256'513 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.82 % | 102.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'385 CHF | 256'434 CHF | 99.51% | 99.51% |
05.07.2024 | 0.80% | 101.64 % | 102.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'900 CHF | 255'950 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.58 % | 102.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'895 CHF | 255'945 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.64 % | 102.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'206 CHF | 257'256 CHF | 99.70% | 99.70% |
02.07.2024 | 0.80% | 101.93 % | 102.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'313 CHF | 256'363 CHF | 100.00% | 100.00% |