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% | 101.34 % | 102.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'358 CHF | 255'383 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.32 % | 102.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'208 CHF | 255'233 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.29 % | 102.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'262 CHF | 255'287 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.19 % | 102.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'865 CHF | 254'890 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.07 % | 101.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'752 CHF | 254'777 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.12 % | 101.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'794 CHF | 254'819 CHF | 99.38% | 99.38% |
05.07.2024 | 0.80% | 101.05 % | 101.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'638 CHF | 254'663 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.02 % | 101.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'519 CHF | 254'544 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.87 % | 101.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'136 CHF | 254'161 CHF | 99.71% | 99.71% |
02.07.2024 | 0.80% | 100.58 % | 101.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'326 CHF | 253'351 CHF | 100.00% | 100.00% |