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% | 102.86 % | 103.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'534 CHF | 259'609 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 103.01 % | 103.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'332 CHF | 259'407 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.74 % | 103.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'854 CHF | 258'925 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.48 % | 103.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'866 CHF | 257'916 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.33 % | 103.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'008 CHF | 258'058 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.32 % | 103.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'781 CHF | 257'831 CHF | 99.31% | 99.31% |
05.07.2024 | 0.80% | 102.26 % | 103.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'933 CHF | 257'983 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.35 % | 103.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'911 CHF | 257'961 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.21 % | 103.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'628 CHF | 257'678 CHF | 99.84% | 99.84% |
02.07.2024 | 0.80% | 102.22 % | 103.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'406 CHF | 257'456 CHF | 100.00% | 100.00% |