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% | 102.58 % | 103.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'100 CHF | 259'169 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.86 % | 103.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'946 CHF | 259'018 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.58 % | 103.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'159 CHF | 258'209 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.01 % | 102.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'473 CHF | 256'523 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.64 % | 102.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'716 CHF | 256'766 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.76 % | 102.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'325 CHF | 256'375 CHF | 99.59% | 99.59% |
05.07.2024 | 0.80% | 101.62 % | 102.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'539 CHF | 256'589 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.78 % | 102.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'381 CHF | 256'431 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.59 % | 102.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'937 CHF | 255'986 CHF | 99.93% | 99.93% |
02.07.2024 | 0.80% | 101.50 % | 102.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'361 CHF | 255'387 CHF | 100.00% | 100.00% |