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 | 252'797 CHF | 254'822 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.39 % | 102.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'930 CHF | 253'955 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.08 % | 101.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'420 CHF | 256'468 CHF | 99.97% | 99.97% |
10.07.2024 | 0.80% | 101.65 % | 102.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'576 CHF | 255'607 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.27 % | 102.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'598 CHF | 255'638 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.04 % | 101.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'418 CHF | 254'443 CHF | 99.69% | 99.69% |
05.07.2024 | 0.80% | 100.81 % | 101.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'012 CHF | 253'036 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.25 % | 101.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'450 CHF | 252'455 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.07 % | 100.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'265 CHF | 251'265 CHF | 99.92% | 99.92% |
02.07.2024 | 0.81% | 98.84 % | 99.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'668 CHF | 248'668 CHF | 100.00% | 100.00% |