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% | 101.43 % | 102.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'509 CHF | 255'535 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.51 % | 102.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'578 CHF | 255'612 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.40 % | 102.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'168 CHF | 255'193 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.27 % | 102.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'221 CHF | 255'246 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.19 % | 102.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'419 CHF | 255'452 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.59 % | 102.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'937 CHF | 255'982 CHF | 99.33% | 99.33% |
05.07.2024 | 0.80% | 101.77 % | 102.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'195 CHF | 256'245 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.26 % | 102.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'742 CHF | 254'769 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 99.44 % | 100.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'081 CHF | 250'081 CHF | 99.62% | 99.62% |
02.07.2024 | 0.81% | 98.52 % | 99.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'009 CHF | 248'009 CHF | 100.00% | 100.00% |