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% | 101.44 % | 102.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'346 CHF | 256'389 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.71 % | 102.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'216 CHF | 256'266 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.81 % | 102.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'622 CHF | 256'672 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.51 % | 102.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'401 CHF | 255'428 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.04 % | 101.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'975 CHF | 255'000 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.24 % | 102.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'679 CHF | 254'704 CHF | 99.42% | 99.42% |
05.07.2024 | 0.80% | 100.60 % | 101.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'621 CHF | 253'646 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.66 % | 101.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'626 CHF | 253'651 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.43 % | 101.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'682 CHF | 252'699 CHF | 99.84% | 99.84% |
02.07.2024 | 0.80% | 100.50 % | 101.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'128 CHF | 253'152 CHF | 100.00% | 100.00% |