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% | 100.71 % | 101.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'913 CHF | 253'938 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.38 % | 102.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'159 CHF | 255'184 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.03 % | 101.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'959 CHF | 254'984 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.91 % | 101.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'965 CHF | 253'990 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.84 % | 101.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'537 CHF | 254'562 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.84 % | 101.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'294 CHF | 254'319 CHF | 99.89% | 99.89% |
05.07.2024 | 0.80% | 101.23 % | 102.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'573 CHF | 255'609 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.59 % | 102.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'001 CHF | 256'051 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.58 % | 102.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'288 CHF | 255'318 CHF | 99.86% | 99.86% |
02.07.2024 | 0.80% | 100.38 % | 101.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'830 CHF | 252'851 CHF | 100.00% | 100.00% |