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% | 101.47 % | 102.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'983 CHF | 256'033 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.54 % | 102.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'760 CHF | 255'808 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.63 % | 102.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'087 CHF | 256'137 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.51 % | 102.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'496 CHF | 255'521 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.37 % | 102.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'513 CHF | 255'538 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.30 % | 102.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'187 CHF | 255'212 CHF | 99.23% | 99.23% |
05.07.2024 | 0.80% | 101.10 % | 101.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'890 CHF | 254'915 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.12 % | 101.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'768 CHF | 254'793 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.98 % | 101.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'326 CHF | 254'351 CHF | 99.82% | 99.82% |
02.07.2024 | 0.80% | 101.01 % | 101.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'308 CHF | 254'333 CHF | 100.00% | 100.00% |