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% | 101.29 % | 102.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'404 CHF | 255'431 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.35 % | 102.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'314 CHF | 255'339 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.22 % | 102.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'116 CHF | 255'141 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.13 % | 101.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'769 CHF | 254'794 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.93 % | 101.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'579 CHF | 254'604 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.09 % | 101.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'820 CHF | 254'845 CHF | 98.92% | 98.92% |
05.07.2024 | 0.80% | 100.93 % | 101.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'590 CHF | 254'615 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.07 % | 101.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'772 CHF | 254'797 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.92 % | 101.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'205 CHF | 254'230 CHF | 99.07% | 99.07% |
02.07.2024 | 0.80% | 100.64 % | 101.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'379 CHF | 253'404 CHF | 100.00% | 100.00% |