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 | 253'309 CHF | 255'336 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.31 % | 102.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'062 CHF | 255'087 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.19 % | 102.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'933 CHF | 254'958 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.06 % | 101.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'485 CHF | 254'510 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.79 % | 101.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'367 CHF | 254'392 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.85 % | 101.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'312 CHF | 254'336 CHF | 99.71% | 99.71% |
05.07.2024 | 0.80% | 100.95 % | 101.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'633 CHF | 254'658 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.08 % | 101.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'683 CHF | 254'708 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.00 % | 101.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'374 CHF | 254'399 CHF | 99.81% | 99.81% |
02.07.2024 | 0.80% | 100.55 % | 101.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'056 CHF | 253'081 CHF | 100.00% | 100.00% |