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% | 102.95 % | 103.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'457 CHF | 259'532 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 103.03 % | 103.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'442 CHF | 259'517 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 103.01 % | 103.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'489 CHF | 259'564 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.97 % | 103.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'381 CHF | 259'456 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.94 % | 103.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'451 CHF | 259'526 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.97 % | 103.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'544 CHF | 259'619 CHF | 99.62% | 99.62% |
05.07.2024 | 0.80% | 103.00 % | 103.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'524 CHF | 259'599 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.98 % | 103.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'448 CHF | 259'523 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.99 % | 103.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'400 CHF | 259'475 CHF | 99.96% | 99.96% |
02.07.2024 | 0.80% | 102.90 % | 103.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'085 CHF | 259'160 CHF | 100.00% | 100.00% |