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% | 101.33 % | 102.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'336 CHF | 255'361 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.32 % | 102.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'181 CHF | 255'206 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.23 % | 102.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'251 CHF | 255'276 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.26 % | 102.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'057 CHF | 255'082 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.18 % | 101.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'213 CHF | 255'238 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.36 % | 102.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'362 CHF | 255'387 CHF | 99.10% | 99.10% |
05.07.2024 | 0.80% | 101.25 % | 102.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'234 CHF | 255'259 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.13 % | 101.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'007 CHF | 255'032 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.11 % | 101.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'787 CHF | 254'812 CHF | 99.94% | 99.94% |
02.07.2024 | 0.80% | 100.95 % | 101.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'127 CHF | 254'152 CHF | 100.00% | 100.00% |