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% | 102.01 % | 102.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'025 CHF | 257'075 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.00 % | 102.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'000 CHF | 257'050 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.98 % | 102.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'950 CHF | 257'000 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.95 % | 102.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'819 CHF | 256'869 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.92 % | 102.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'834 CHF | 256'884 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.84 % | 102.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'545 CHF | 256'595 CHF | 99.67% | 99.67% |
05.07.2024 | 0.80% | 101.67 % | 102.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'355 CHF | 256'405 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.74 % | 102.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'375 CHF | 256'425 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.79 % | 102.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'548 CHF | 256'598 CHF | 99.84% | 99.84% |
02.07.2024 | 0.80% | 101.84 % | 102.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'559 CHF | 256'609 CHF | 100.00% | 100.00% |