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% | 102.71 % | 103.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'841 CHF | 258'916 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.72 % | 103.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'800 CHF | 258'875 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.71 % | 103.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'770 CHF | 258'820 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.70 % | 103.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'750 CHF | 258'800 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.68 % | 103.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'743 CHF | 258'793 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.69 % | 103.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'706 CHF | 258'756 CHF | 99.59% | 99.59% |
05.07.2024 | 0.80% | 102.67 % | 103.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'722 CHF | 258'772 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.68 % | 103.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'700 CHF | 258'750 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.66 % | 103.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'638 CHF | 258'688 CHF | 99.66% | 99.66% |
02.07.2024 | 0.80% | 102.65 % | 103.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'614 CHF | 258'664 CHF | 100.00% | 100.00% |