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% | 100.90 % | 101.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'631 CHF | 254'656 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.06 % | 101.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'555 CHF | 254'580 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.92 % | 101.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'350 CHF | 254'375 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.76 % | 101.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'870 CHF | 253'895 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.73 % | 101.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'959 CHF | 253'984 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.73 % | 101.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'875 CHF | 253'900 CHF | 99.13% | 99.13% |
05.07.2024 | 0.80% | 100.65 % | 101.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'837 CHF | 253'862 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.67 % | 101.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'740 CHF | 253'765 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.64 % | 101.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'598 CHF | 253'623 CHF | 99.94% | 99.94% |
02.07.2024 | 0.80% | 100.58 % | 101.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'367 CHF | 253'392 CHF | 100.00% | 100.00% |