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% | 101.24 % | 102.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'220 CHF | 255'245 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.33 % | 102.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'285 CHF | 255'310 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.23 % | 102.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'135 CHF | 255'160 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 103.78 % | 104.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'268 CHF | 261'343 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 103.44 % | 104.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'691 CHF | 260'766 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 103.54 % | 104.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'089 CHF | 261'164 CHF | 99.67% | 99.67% |
05.07.2024 | 0.80% | 103.48 % | 104.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'948 CHF | 261'023 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 103.60 % | 104.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'922 CHF | 260'997 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 103.56 % | 104.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'640 CHF | 260'715 CHF | 99.85% | 99.85% |
02.07.2024 | 0.80% | 103.32 % | 104.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'989 CHF | 260'064 CHF | 100.00% | 100.00% |