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% | 102.08 % | 102.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'626 CHF | 257'676 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.24 % | 103.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'565 CHF | 257'615 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.18 % | 103.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'618 CHF | 257'668 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.08 % | 102.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'015 CHF | 257'065 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.00 % | 102.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'243 CHF | 257'293 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.05 % | 102.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'930 CHF | 256'980 CHF | 99.20% | 99.20% |
05.07.2024 | 0.80% | 101.68 % | 102.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'254 CHF | 256'304 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.66 % | 102.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'199 CHF | 256'249 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.54 % | 102.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'802 CHF | 255'849 CHF | 99.80% | 99.80% |
02.07.2024 | 0.80% | 101.69 % | 102.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'009 CHF | 256'059 CHF | 100.00% | 100.00% |