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% | 101.74 % | 102.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'349 CHF | 256'399 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.76 % | 102.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'243 CHF | 256'293 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.72 % | 102.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'270 CHF | 256'320 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.68 % | 102.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'968 CHF | 256'018 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.55 % | 102.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'980 CHF | 256'030 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.60 % | 102.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'097 CHF | 256'147 CHF | 99.53% | 99.53% |
05.07.2024 | 0.80% | 101.52 % | 102.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'889 CHF | 255'939 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.57 % | 102.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'902 CHF | 255'952 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.47 % | 102.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'669 CHF | 255'706 CHF | 99.88% | 99.88% |
02.07.2024 | 0.80% | 101.32 % | 102.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'109 CHF | 255'134 CHF | 100.00% | 100.00% |