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% | 102.29 % | 103.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'725 CHF | 257'775 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.37 % | 103.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'925 CHF | 257'975 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.36 % | 103.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'900 CHF | 257'950 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.35 % | 103.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'875 CHF | 257'925 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.34 % | 103.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'850 CHF | 257'900 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 102.34 % | 103.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'850 CHF | 257'900 CHF | 99.78% | 99.78% |
05.07.2024 | 0.80% | 102.32 % | 103.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'810 CHF | 257'860 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 102.33 % | 103.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'812 CHF | 257'862 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 102.31 % | 103.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'753 CHF | 257'803 CHF | 99.79% | 99.79% |
02.07.2024 | 0.80% | 102.28 % | 103.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'700 CHF | 257'750 CHF | 100.00% | 100.00% |