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% | 101.30 % | 102.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'379 CHF | 255'404 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.69 % | 102.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'720 CHF | 255'762 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.62 % | 102.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'075 CHF | 256'125 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.36 % | 102.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'981 CHF | 255'007 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.94 % | 101.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'671 CHF | 254'696 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.10 % | 101.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'452 CHF | 254'477 CHF | 99.16% | 99.16% |
05.07.2024 | 0.80% | 100.72 % | 101.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'031 CHF | 255'056 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.15 % | 101.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'743 CHF | 254'768 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.18 % | 101.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'064 CHF | 254'089 CHF | 99.69% | 99.69% |
02.07.2024 | 0.80% | 100.59 % | 101.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'575 CHF | 252'583 CHF | 100.00% | 100.00% |