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% | 101.71 % | 102.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'147 CHF | 256'196 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.91 % | 102.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'198 CHF | 256'247 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.08 % | 101.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'509 CHF | 254'534 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.73 % | 101.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'303 CHF | 253'328 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.20 % | 101.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'033 CHF | 253'053 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.58 % | 101.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'231 CHF | 253'256 CHF | 99.71% | 99.71% |
05.07.2024 | 0.80% | 100.63 % | 101.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'682 CHF | 253'707 CHF | 99.92% | 99.92% |
04.07.2024 | 0.80% | 100.10 % | 100.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'649 CHF | 252'660 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.11 % | 100.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'940 CHF | 251'942 CHF | 99.66% | 99.66% |
02.07.2024 | 0.80% | 99.15 % | 99.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'024 CHF | 251'024 CHF | 100.00% | 100.00% |