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% | 101.84 % | 102.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'723 CHF | 256'773 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.85 % | 102.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'651 CHF | 256'701 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.82 % | 102.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'583 CHF | 256'633 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.78 % | 102.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'420 CHF | 256'470 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.76 % | 102.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'439 CHF | 256'489 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.75 % | 102.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'390 CHF | 256'440 CHF | 98.88% | 98.88% |
05.07.2024 | 0.80% | 101.70 % | 102.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'342 CHF | 256'392 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.72 % | 102.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'307 CHF | 256'357 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.60 % | 102.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'123 CHF | 256'173 CHF | 99.88% | 99.88% |
02.07.2024 | 0.80% | 101.68 % | 102.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'111 CHF | 256'161 CHF | 100.00% | 100.00% |