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% | 100.68 % | 101.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'035 CHF | 254'060 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.84 % | 101.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'990 CHF | 254'015 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.80 % | 101.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'678 CHF | 253'703 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.51 % | 101.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'144 CHF | 253'169 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.38 % | 101.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'253 CHF | 253'278 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.47 % | 101.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'214 CHF | 253'239 CHF | 99.34% | 99.34% |
05.07.2024 | 0.80% | 100.42 % | 101.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'190 CHF | 253'215 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.39 % | 101.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'953 CHF | 252'978 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.22 % | 101.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'417 CHF | 252'420 CHF | 99.81% | 99.81% |
02.07.2024 | 0.80% | 100.04 % | 100.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'953 CHF | 251'953 CHF | 100.00% | 100.00% |