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% | 102.39 % | 103.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'411 CHF | 258'469 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.55 % | 103.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'342 CHF | 258'392 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.49 % | 103.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'397 CHF | 258'447 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.38 % | 103.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'772 CHF | 257'822 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.31 % | 103.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'020 CHF | 258'070 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.31 % | 103.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'695 CHF | 257'745 CHF | 99.02% | 99.02% |
05.07.2024 | 0.80% | 101.98 % | 102.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'000 CHF | 257'050 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.95 % | 102.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'946 CHF | 256'996 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.83 % | 102.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'533 CHF | 256'583 CHF | 99.74% | 99.74% |
02.07.2024 | 0.80% | 101.98 % | 102.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'740 CHF | 256'790 CHF | 100.00% | 100.00% |