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% | 100.70 % | 101.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'134 CHF | 254'159 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.08 % | 101.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'427 CHF | 254'452 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.95 % | 101.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'251 CHF | 254'276 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.82 % | 101.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'873 CHF | 253'898 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.58 % | 101.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'030 CHF | 254'055 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.78 % | 101.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'205 CHF | 254'230 CHF | 99.64% | 99.64% |
05.07.2024 | 0.80% | 100.94 % | 101.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'366 CHF | 254'391 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.89 % | 101.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'028 CHF | 254'053 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.70 % | 101.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'931 CHF | 253'956 CHF | 99.87% | 99.87% |
02.07.2024 | 0.80% | 100.54 % | 101.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'935 CHF | 252'960 CHF | 100.00% | 100.00% |