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% | 101.24 % | 102.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'176 CHF | 255'201 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.55 % | 102.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'906 CHF | 254'933 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.00 % | 101.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'889 CHF | 254'914 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.42 % | 102.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'717 CHF | 254'743 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.78 % | 101.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'114 CHF | 255'139 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.09 % | 101.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'097 CHF | 256'141 CHF | 99.45% | 99.45% |
05.07.2024 | 0.80% | 102.11 % | 102.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'101 CHF | 257'151 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.68 % | 102.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'363 CHF | 256'413 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.67 % | 103.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'316 CHF | 257'367 CHF | 99.68% | 99.68% |
02.07.2024 | 0.80% | 100.88 % | 101.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'058 CHF | 254'083 CHF | 100.00% | 100.00% |