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 | 254'439 CHF | 256'489 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.81 % | 102.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'517 CHF | 256'567 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.69 % | 102.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'291 CHF | 256'341 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.62 % | 102.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'045 CHF | 256'095 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.49 % | 102.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'834 CHF | 255'881 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.59 % | 102.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'983 CHF | 256'032 CHF | 99.67% | 99.67% |
05.07.2024 | 0.80% | 101.39 % | 102.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'728 CHF | 255'768 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.45 % | 102.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'637 CHF | 255'665 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.28 % | 102.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'228 CHF | 255'253 CHF | 99.96% | 99.96% |
02.07.2024 | 0.80% | 101.04 % | 101.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'604 CHF | 254'629 CHF | 100.00% | 100.00% |