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% | 102.43 % | 103.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'680 CHF | 257'730 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.20 % | 103.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'826 CHF | 256'876 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.77 % | 102.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'104 CHF | 256'154 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.33 % | 102.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'739 CHF | 254'766 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.70 % | 101.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'032 CHF | 254'057 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.61 % | 101.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'093 CHF | 254'118 CHF | 99.13% | 99.13% |
05.07.2024 | 0.80% | 101.13 % | 101.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'072 CHF | 254'097 CHF | 99.99% | 99.99% |
04.07.2024 | 0.80% | 100.53 % | 101.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'358 CHF | 253'383 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.57 % | 101.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'417 CHF | 251'422 CHF | 99.91% | 99.91% |
02.07.2024 | 0.80% | 99.11 % | 99.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'526 CHF | 249'526 CHF | 100.00% | 100.00% |