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% | 101.74 % | 102.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'343 CHF | 256'393 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.76 % | 102.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'407 CHF | 256'457 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.76 % | 102.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'370 CHF | 256'420 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.67 % | 102.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'001 CHF | 256'051 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.56 % | 102.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'008 CHF | 256'058 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.73 % | 102.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'348 CHF | 256'398 CHF | 99.46% | 99.46% |
05.07.2024 | 0.80% | 101.62 % | 102.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'984 CHF | 256'034 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.62 % | 102.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'962 CHF | 256'012 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.39 % | 102.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'510 CHF | 255'535 CHF | 99.83% | 99.83% |
02.07.2024 | 0.80% | 101.16 % | 101.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'804 CHF | 254'829 CHF | 100.00% | 100.00% |