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% | 101.66 % | 102.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'245 CHF | 256'293 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.92 % | 102.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'250 CHF | 256'300 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.36 % | 102.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'891 CHF | 254'917 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.76 % | 101.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'400 CHF | 254'425 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.74 % | 101.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'298 CHF | 254'323 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.90 % | 101.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'371 CHF | 255'400 CHF | 99.17% | 99.17% |
05.07.2024 | 0.80% | 101.35 % | 102.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'462 CHF | 255'498 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.71 % | 101.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'172 CHF | 254'197 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.74 % | 101.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'948 CHF | 253'973 CHF | 99.77% | 99.77% |
02.07.2024 | 0.80% | 100.16 % | 100.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'069 CHF | 254'093 CHF | 100.00% | 100.00% |