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% | 101.85 % | 102.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'218 CHF | 256'268 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.66 % | 102.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'064 CHF | 256'107 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.51 % | 102.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'603 CHF | 255'639 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.41 % | 102.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'843 CHF | 255'885 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.10 % | 101.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'156 CHF | 255'181 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.30 % | 102.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'264 CHF | 254'289 CHF | 99.28% | 99.28% |
05.07.2024 | 0.80% | 100.29 % | 101.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'714 CHF | 253'737 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.11 % | 100.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'502 CHF | 252'508 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.41 % | 101.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'958 CHF | 252'982 CHF | 99.62% | 99.62% |
02.07.2024 | 0.80% | 100.12 % | 100.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'735 CHF | 252'754 CHF | 100.00% | 100.00% |