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% | 101.46 % | 102.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'680 CHF | 255'716 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.78 % | 102.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'299 CHF | 256'349 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.32 % | 102.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'388 CHF | 255'413 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.14 % | 101.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'734 CHF | 254'759 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 106.77 % | 107.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'304 CHF | 269'454 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 107.40 % | 108.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'892 CHF | 271'043 CHF | 99.67% | 99.67% |
05.07.2024 | 0.80% | 107.42 % | 108.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'702 CHF | 270'852 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 107.59 % | 108.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 269'042 CHF | 271'192 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 107.28 % | 108.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'992 CHF | 270'142 CHF | 99.96% | 99.96% |
02.07.2024 | 0.80% | 106.59 % | 107.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'090 CHF | 268'228 CHF | 100.00% | 100.00% |