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% | 102.55 % | 103.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'812 CHF | 258'877 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.71 % | 103.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'568 CHF | 258'619 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.49 % | 103.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'053 CHF | 258'103 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.33 % | 103.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'568 CHF | 257'618 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.17 % | 102.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'543 CHF | 257'593 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.11 % | 102.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'303 CHF | 257'353 CHF | 99.58% | 99.58% |
05.07.2024 | 0.80% | 102.08 % | 102.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'380 CHF | 257'430 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.06 % | 102.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'132 CHF | 257'182 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.09 % | 102.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'091 CHF | 257'141 CHF | 99.72% | 99.72% |
02.07.2024 | 0.80% | 102.06 % | 102.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'964 CHF | 257'014 CHF | 100.00% | 100.00% |