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% | 103.30 % | 104.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'728 CHF | 260'803 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 103.36 % | 104.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'333 CHF | 260'408 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 103.18 % | 104.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'034 CHF | 260'109 CHF | 99.99% | 99.99% |
10.07.2024 | 0.80% | 102.88 % | 103.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'796 CHF | 258'858 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.64 % | 103.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'801 CHF | 258'864 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.61 % | 103.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'304 CHF | 258'354 CHF | 99.47% | 99.47% |
05.07.2024 | 0.80% | 102.29 % | 103.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'005 CHF | 258'055 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.38 % | 103.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'777 CHF | 257'827 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.19 % | 103.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'475 CHF | 257'525 CHF | 99.76% | 99.76% |
02.07.2024 | 0.80% | 102.35 % | 103.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'706 CHF | 257'756 CHF | 100.00% | 100.00% |