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% | 101.89 % | 102.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'944 CHF | 256'994 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.68 % | 102.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'192 CHF | 256'242 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.69 % | 102.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'926 CHF | 255'972 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.48 % | 102.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'655 CHF | 255'693 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.37 % | 102.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'026 CHF | 256'067 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.64 % | 102.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'077 CHF | 256'127 CHF | 99.67% | 99.67% |
05.07.2024 | 0.80% | 101.49 % | 102.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'823 CHF | 255'867 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.28 % | 102.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'360 CHF | 255'386 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.20 % | 102.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'768 CHF | 254'793 CHF | 99.92% | 99.92% |
02.07.2024 | 0.80% | 101.00 % | 101.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'922 CHF | 253'947 CHF | 100.00% | 100.00% |