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% | 102.19 % | 103.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'400 CHF | 257'450 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.10 % | 102.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'253 CHF | 257'303 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.12 % | 102.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'102 CHF | 257'152 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.97 % | 102.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'935 CHF | 256'985 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.73 % | 103.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'869 CHF | 258'944 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.73 % | 103.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'768 CHF | 258'826 CHF | 99.95% | 99.95% |
05.07.2024 | 0.80% | 102.71 % | 103.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'719 CHF | 258'770 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.63 % | 103.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'548 CHF | 258'598 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.59 % | 103.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'171 CHF | 258'221 CHF | 99.93% | 99.93% |
02.07.2024 | 0.80% | 102.45 % | 103.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'267 CHF | 258'317 CHF | 100.00% | 100.00% |